NASA Astrophysics Data System (ADS)
Alejos, Ana Vazques; Dawood, Muhammad
2012-06-01
In this contribution we examine the propagation of an ultrawideband (UWB) random noise signal through dispersive media such as soil, vegetation, and water, using Fourier-based analysis. For such media, the propagated signal undergoes medium-specific impairments which degrade the received signal in a different way than the non-dispersive propagation media. Theoretically, larger penetration depths into a dispersive medium can be achieved by identifying and detecting the precursors, thereby offering significantly better signal-to-noise ratio and enhanced imaging. For a random noise signal, well defined precursors in term of peak-amplitude don't occur. The phenomenon must therefore be studied in terms of energy evolution. Additionally, the distortion undergone by the UWB random noise signal through a dispersive medium can introduce frequency-dependent uncertainty or noise in the received signal. This leads to larger degradation of the cross-correlation function (CCF), mainly in terms of sidelobe levels and main peak deformation, and consequently making the information retrieval difficult. We would further analyze one method to restore the shape and carrier frequency of the input UWB random noise signal, thereby, improving the CCF estimation.
Colombi, Andrea; Boschi, Lapo; Roux, Philippe; Campillo, Michel
2014-03-01
Cross-correlations of ambient noise averaged at two receivers lead to the reconstruction of the two-point Green's function, provided that the wave-field is uniform azimuthally, and also temporally and spatially uncorrelated. This condition depends on the spatial distribution of the sources and the presence of heterogeneities that act as uncorrelated secondary sources. This study aims to evaluate the relative contributions of source distribution and medium complexity in the two-point cross-correlations by means of numerical simulations and laboratory experiments in a finite-size reverberant two-dimensional (2D) plate. The experiments show that the fit between the cross-correlation and the 2D Green's function depends strongly on the nature of the source used to excite the plate. A turbulent air-jet produces a spatially uncorrelated acoustic field that rapidly builds up the Green's function. On the other hand, extracting the Green's function from cross-correlations of point-like sources requires more realizations and long recordings to balance the effect of the most energetic first arrivals. When the Green's function involves other arrivals than the direct wave, numerical simulations confirm the better Green's function reconstruction with a spatially uniform source distribution than the typical contour-like source distribution surrounding the receivers that systematically gives rise to spurious phases. PMID:24606247
Retrieving the Green's Function by Cross-correlation: a Comparison of Approaches
NASA Astrophysics Data System (ADS)
Wapenaar, K.; Draganov, D.
2004-12-01
Recently it has been shown by various authors that the Green's function of a random medium can be obtained by cross-correlating the recordings of a diffuse wave field at two receiver positions (Weaver and Lobkis, 2001; van Tiggelen, 2003; Snieder, 2004). The resulting Green's function is the wave field that would be observed at one of these receiver positions if there were an impulsive source at the other. This theoretical result has first been demonstrated with ultrasonic measurements and later with seismic surface waves (Campillo and Paul, 2003). The accuracy of the reconstructed Green's function depends on the amount of disorder of the medium parameters and the duration of the signal. Ideally the cross-correlations should be done in the equipartitioned regime (where the net energy flux is equal to zero), which takes place after sufficiently long multiple scattering of the wave field between the heterogeneities in the disordered medium (Malcolm, Scales and van Tiggelen, 2004). An initially independent line of research, developed by exploration seismologists, deals with the reconstruction of the seismic reflection response of a deterministic medium from (passive) recordings of the transmission response. Already in 1968 Claerbout showed that the autocorrelation of the transmission response of a horizontally layered earth yields the superposition of the reflection response and its time-reversed version. The source in the subsurface may be a transient or a noise signal; in both cases the source signature in the reconstructed reflection response is the autocorrelation of the source signal in the subsurface. Claerbout's derivation was strictly one-dimensional. Later he conjectured for the 3-D situation that `by cross-correlating noise traces recorded at two locations on the surface, we can construct the wave field that would be recorded at one of the locations if there was a source at the other'. Although it was not explicitly stated, this conjecture applies to
NASA Astrophysics Data System (ADS)
Kwak, S.; Song, S. G.; Kim, G.; Shin, J. S.
2015-12-01
Recently many seismologists have paid attention to ambient seismic field, which is no more referred as noise and called as Earth's hum, but as useful signal to understand subsurface seismic velocity structure. It has also been demonstrated that empirical Green's functions can be constructed by retrieving both phase and amplitude information from ambient seismic field (Prieto and Beroza 2008). The constructed empirical Green's functions can be used to predict strong ground motions after focal depth and double-couple mechanism corrections (Denolle et al. 2013). They do not require detailed subsurface velocity model and intensive computation for ground motion simulation. In this study, we investigate the capability of predicting long period surface waves by the ambient seismic wave field with a seismic event of Mw 4.0, which occurred with a limestone mine collapse in South Korea on January 31, 2015. This limestone-mine event provides an excellent opportunity to test the efficiency of the ambient seismic wave field in retrieving both phase and amplitude information of Green's functions due to the single force mechanism of the collapse event. In other words, both focal depth and double-couple mechanism corrections are not required for this event. A broadband seismic station, which is about 5.4 km away from the mine event, is selected as a source station. Then surface waves retrieved from the ambient seismic wave field cross-correlation are compared with those generated by the event. Our preliminary results show some potential of the ambient seismic wave field in retrieving both phase and amplitude of Green's functions from a single force impulse source at the Earth's surface. More comprehensive analysis by increasing the time length of stacking may improve the results in further studies. We also aim to investigate the efficiency of retrieving the full empirical Green's functions with the 2007 Mw 4.6 Odaesan earthquake, which is one of the strongest earthquakes occurred
Benech, N; Brum, J; Catheline, S; Gallot, T; Negreira, C
2013-05-01
In a lossless system, the causal and acausal Green's function for elastic waves can be retrieved by cross-correlating the elastic field at two positions. This field, composed of converging and diverging waves, is interpreted in the frame of a time-reversal process. In this work, the near-field effects on the spatio-temporal focusing of elastic waves are analyzed through the elastodynamic Green's function. Contrary to the scalar field case, the spatial focusing is not symmetric preserving the directivity pattern of a simple source. One important feature of the spatial asymmetry is its dependency on the Poisson ratio of the solid. Additionally, it is shown that the retrieval of the bulk wave speed values is affected by diffraction. The correction factor depends on the relative direction between the source and the observed field. Experimental verification of the analysis is carried out on the volume of a soft-solid. A low-frequency diffuse-like field is generated by random impacts at the sample's free surface. The displacement field is imaged using ultrasound by a standard speckle tracking technique. One important application of this work is in the estimation of the shear elastic modulus in soft biological tissues, whose quantification can be useful in non-invasive diagnosis of various diseases. PMID:23654383
NASA Astrophysics Data System (ADS)
Sato, Haruo
2009-10-01
The peak lag time of the cross-correlation function (CCF) of random noise at two receivers give the wave propagation velocity. This idea has been widely used for the velocity tomography analysis. Recently, there were reports on the temporal change in the coda portion of CCF or autocorrelation function of ambient noise as a measure of the medium property. Here, we propose a simple concrete model for the retrieval of Green's function having a coda tail in a scattering medium without dissipation from the CCF of noise. The scattering medium is mathematically given by a distribution of velocity anomalies represented by delta functions. We suppose that waves are radiated from stationary noise sources, which are randomly distributed on a surrounding spherical shell with a large radius compared with the dimension of the scattering medium. Using the first order Born approximation, we show that the derivative of CCF with respect to lag time gives the antisymmetrized Green's function having a coda tail in the framework of the single scattering approximation.
Analog computation of auto and cross-correlation functions
NASA Technical Reports Server (NTRS)
1974-01-01
For analysis of the data obtained from the cross beam systems it was deemed desirable to compute the auto- and cross-correlation functions by both digital and analog methods to provide a cross-check of the analysis methods and an indication as to which of the two methods would be most suitable for routine use in the analysis of such data. It is the purpose of this appendix to provide a concise description of the equipment and procedures used for the electronic analog analysis of the cross beam data. A block diagram showing the signal processing and computation set-up used for most of the analog data analysis is provided. The data obtained at the field test sites were recorded on magnetic tape using wide-band FM recording techniques. The data as recorded were band-pass filtered by electronic signal processing in the data acquisition systems.
Noise cross correlation functions in a noisy region
NASA Astrophysics Data System (ADS)
Gaudot, I.; Beucler, E.; Mocquet, A.; Schimmel, M.; Le Feuvre, M.; Leparoux, D.; Côte, P.
2013-12-01
The geology of the western France can be roughly split into two main domains: the Armorican massif that contains imprints of the old Cadomian and Variscan orogens; and the Bay of Biscay which present signatures of more recent tectonic events closely related to the opening of North Atlantic ocean. Due to the lack of seismic stations deployment, it exists very few pictures of the deep structures below the Armorican Massif and the Bay of Biscay. Recently, a broadband array of seismometers has been deployed over the south and west of France, providing a good opportunity to get reliable images at depth. Since the region is surrounded by the seas, the seismic ambient noise tomography technique has been proposed to reveal the crustal and uppermost mantle features beneath this area. The first step consists in the computation of noise correlation functions (NCFs) between each station pairs. The ability to obtain empirical Green's functions from NCFs relies on the efficiency of the randomization. Classic ambient noise tomography studies use long-time series (typically several months) to help the randomization including all the scattering effects due to Earth's heterogeneities. However, additionnal signal processing steps such as temporal and/or spectral whitening are most often required for the signals to be representative of a random wavefield. These techniques rely on nonlinear operations which corrupt the integrity of the original record. In the literature, alternatives have been proposed to avoid, at least partially, such non linear operations. One of them is the instantaneous phase cross correlation (PCC). This correlation technique is intrinsically little sensitive to large amplitude transient signals. Using a set of data from a temporary broad band array, we explore the features of the PCC as compared to the time domain geometrically normalized cross correlation (CCGN). In the 0.02Hz-1Hz frequency band, different time series are extracted to investigate the effects of
Experimental Study of the Convergence of Two-Point Cross-Correlation Toward the Green's Function
NASA Astrophysics Data System (ADS)
Gouedard, P.; Roux, P.; Campillo, M.; Verdel, A.; Campman, X.
2007-12-01
It has been shown theoretically by several authors that cross-correlation of the seismic motion recorded at two points could yield the Green's Function (GF) between these points. Convergence of cross-correlations toward the GF depends on sources positions and/or the nature of the wavefield. Direct waves from an even distribution of sources can be used to retrieve the GF. On the other hand, in an inhomogeneous medium, recording the diffuse field (coda) is theoretically sufficient to retrieve the GF whatever the sources distribution is. Since none of these two conditions (even distribution of sources or a perfectly diffuse field) is satisfied in practice, the question of convergence toward the GF has to be investigated with real data. A 3D exploration survey with sources and receivers on a dense grid offers such an opportunity. We used a high- resolution survey recorded by Petroleum Development Oman in North Oman. The data have been obtained in a 1x1~km area covered with 1600 geophones located on a 25x25~m-cell grid. Records are 4-seconds long. A unique feature of this survey is that vibrators (working in the [8-120~Hz] frequency band), were located on a similar grid shifted with respect to the receiver grid by half a cell (12.5~m) in both directions. This allows us to compare estimated GF's with measured direct waves (GF's) between the geophones. The shallow subsurface is highly heterogeneous and records include seismic coda. From this dataset, we selected two receiver locations (Ra and Rb) distant from d=158~m. We used both different sets of source locations and time windows to compute the cross-correlation between these two receivers. Then we compared the derivatives of correlation functions with the actual GF measured in Rb (resp.~Ra) for a source close to Ra (resp.~Rb). By doing so, we show the actual influence of source locations and scattering (governed by the records' selected time window) on the Signal-to-Noise Ratio (SNR) of the reconstructed GF. When using
On the Noise Level of the Ambient Noise Cross-Correlation Function and Its Application
NASA Astrophysics Data System (ADS)
Chen, Y. N.; Gung, Y.; Chiao, L. Y.
2014-12-01
Retrieving the Empirical Green's function (EGF) between two receivers by cross-correlating continuous records is now a well-recognized technique and the derived EGFs have been applied to various fields in seismology. However, little attention has been given to a more quantitative description on the noise behavior of the noise-derived cross-correlation functions (CCF), for its signal-to-noise ratio (SNR) can be improved easily by increasing the total correlation time. In our early work, using data recorded from Taiwan and Korea, we have designed a procedure to quantify the noises within the noise-derived CCFs and their spatial/directional properties. Because the effective amplitudes and the noise levels of CCFs are closely related to the distribution of the ambient sources and the population of the uncorrelated noises, respectively, here we move forward to further investigate the source mechanisms of the ambient noises by using their distinctive sensitivities to the surrounding sources. It is known that the short period (3~5 seconds) secondary microseisms (SPSM) are much more active in Taiwan Straight and such asymmetric energy excitations are well demonstrated in the amplitude asymmetry of CCFs. Interestingly, we find that, there is nearly no directional dependence of the noise levels of CCFs, namely, the effects of uncorrelated sources in the CCFs are essentially isotropic. With the same data set, we also investigate the excitation mechanisms of (1) the intermediate period (7-9 seconds) microseisms, which are one of the spectral peaks in the ambient noises, and (2) the coda train in the noise-derived CCFs. Based upon our analysis, we argue that (1) the 7~9 period ambient noises are contributed mainly by the near-coast primary microseisms rather than the far-field long period secondary microseisms, and (2) instead of the distant ocean waves, local scatter effects are the major sources of the CCF coda train.
Asymmetry of coda cross-correlation function: dependence of the epicentre location
NASA Astrophysics Data System (ADS)
Emoto, K.; Campillo, M.; Brenguier, F.; Briand, X.; Takeda, T.
2015-06-01
We analyze the cross-correlation function (CCF) of coda of earthquakes, which is used to retrieve the Green's function between two stations as well as the CCF of ambient noise. We select 74 Hi-net stations located in eastern Japan and 66 earthquakes to calculate the CCF. For each earthquake, we calculate the CCFs between possible pairs for the frequency bands of 0.1-0.2 Hz, 0.2-0.4 Hz and 0.4-0.8 Hz. Then we stack the CCFs for different earthquakes at each pair to obtain the average CCF. Although the correlation coefficients between the average and each CCFs are lower than 0.5 for most of the earthquakes, we obtain the propagating Rayleigh wave trace from average CCFs. We focus on the ratio of the amplitude in the positive lag time of the CCF to that in the negative lag time. CCFs for different earthquakes show different ratios which depend on the angle between the path of two stations and the epicentre. The amplitude in the lag time corresponding to the signal travelling from the near source station to the far source station is larger than that in the opposite lag time. Therefore the energy flux is not isotropic even in the coda and the energy from the source side is dominant. We average the ratios of pairs whose absolute values of angles are less than 45°. The average ratios are 0.5 at 0.1-0.2 Hz. For higher frequencies, the ratio is not clear because of the bad signal-to-noise ratio. According to the diffusion model, the ratio is predicted as 0.6. Therefore, the coda is represented as the diffusion state in 0.1-0.2 Hz with our observation setting.
Using the Cross-Correlation Function to Evaluate the Quality of Eddy-Covariance Data
NASA Astrophysics Data System (ADS)
Qi, Yongfeng; Shang, Xiaodong; Chen, Guiying; Gao, Zhiqiu; Bi, Xueyan
2015-11-01
A cross-correlation test is proposed for evaluating the quality of 30-min eddy-covariance data. Cross-correlation as a function of time lag is computed for vertical velocity paired with temperature, humidity, and carbon dioxide concentration. High quality data have a dominant peak at zero time lag and approach zero within a time lag of 20 s. Poor quality data have erratic cross-correlation functions, which indicates that the eddy flux may no longer represent the energy and mass exchange between the atmospheric surface layer and the canopy, and such data should be rejected in post-data analyses. Eddy-covariance data over grassland in July 2004 are used to evaluate the proposed test. The results show that 17, 29, and 36 % of the available data should be rejected because of poor quality measurements of sensible heat, latent heat, and CO2 fluxes, respectively. The rejected data mainly occurred on calm nights and day/night transitions when the atmospheric surface layer became stable or neutrally stratified. We found no friction velocity (u_*) threshold below which all data should be rejected, a test that many other studies have implemented for rejecting questionable data. We instead found that some data with low u_* were reliable, whereas other data with higher u_* were not. The poor quality measurements collected under less than ideal conditions were replaced by using the mean diurnal variation gap-filling method. The correction for poor quality data shifted the daily average CO2 flux by +0.34 g C m^{-2} day^{-1}. After applying the quality-control test, the eddy CO2 fluxes did not display a clear dependence on u_*. The results suggest that the cross-correlation test is a potentially valuable step in evaluating the quality of eddy-covariance data.
Passive localization in the deep ocean based on cross-correlation function matching.
Lei, Zhixiong; Yang, Kunde; Ma, Yuanliang
2016-06-01
Passive localization of a sound source in the deep ocean is investigated in this study. The source can be localized by taking advantage of a cross-correlation function matching technique. When a two-sensor vertical array is used in the deep ocean, two types of side lobe curves appear in the ambiguity surface of the localization. The side lobe curves are analytically expressed and they are then used as indicators of the localization result instead of the scanning point with the maximum power. Simulation and experiment demonstrate the performance of the proposed passive localization method. PMID:27369172
NASA Astrophysics Data System (ADS)
Yang, Zhichun; Yu, Zhefeng; Sun, Hao
2007-10-01
A new approach to detecting structure damage using the cross correlation function amplitude vector (CorV) of the measured vibration responses is proposed. It is verified that under a steady random excitation with specific frequency spectrum, the CorV of a structure only depends on the frequency response function matrix of the structure, and it is also found that the normalized CorV has a specific shape. Thus the damage can be detected and located with the correlation and the relative difference between the CorVs obtained from intact and damaged structures. The Cross Correlation Function Amplitude Vector Assurance Criterion (CVAC) is then defined and can be used to quantify the variation of CorV. It is found that the CVAC decreases monotonously with the increasing of damage factor, which indicates the change of CorV is related to the damage severity. The methods of damage locating with CorV are then proposed and demonstrated by the experiments. Finally, the experiment on detection in the fasteners loosing of an aircraft panel model are presented to illustrate the application of the CorV. The feature of this approach lies in that the CorV is obtained from the time domain vibration responses of the structure under steady random excitation, and it has the advantages of simplicity in calculation and the damage detection, so it is possible that the presented approach applies to the structural health monitoring (SHM) with steady ambient excitations.
Zang, Xiaoqin; Brown, Michael G; Godin, Oleg A
2015-09-01
Theoretical studies have shown that cross-correlation functions (CFs) of time series of ambient noise measured at two locations yield approximations to the Green's functions (GFs) that describe propagation between those locations. Specifically, CFs are estimates of weighted GFs. In this paper, it is demonstrated that measured CFs in the 20-70 Hz band can be accurately modeled as weighted GFs using ambient noise data collected in the Florida Straits at ∼100 m depth with horizontal separations of 5 and 10 km. Two weighting functions are employed. These account for (1) the dipole radiation pattern produced by a near-surface source, and (2) coherence loss of surface-reflecting energy in time-averaged CFs resulting from tidal fluctuations. After describing the relationship between CFs and GFs, the inverse problem is considered and is shown to result in an environmental model for which agreement between computed and simulated CFs is good. PMID:26428771
Clustering of ROSAT All-Sky Survey AGNs Through Cross-Correlation Functions
NASA Astrophysics Data System (ADS)
Krumpe, Mirko; Miyaji, Takamitsu; Coil, Alison
2010-07-01
We investigate the clustering propertiesof ~1550 low-redshift broad-line AGNs detected in the ROSAT All-Sky Survey (RASS) through a cross-correlation function (CCF) with ~46000 Luminous Red Galaxies (LRGs) in the Sloan Digital Sky Survey (SDSS). Using this approach, we avoid small-number statistics and systematic errors caused by the variation of the Galactic absorption compared to a direct measurement of the AGN auto-correlation function (ACF). We compute the ACF of low-z RASS-AGN based on the CCF for the total X-ray sample (
Matthews, Daniel J.; Newman, Jeffrey A. E-mail: janewman@pitt.edu
2012-02-01
Cross-correlation techniques provide a promising avenue for calibrating photometric redshifts and determining redshift distributions using spectroscopy which is systematically incomplete (e.g., current deep spectroscopic surveys fail to obtain secure redshifts for 30%-50% or more of the galaxies targeted). In this paper, we improve on the redshift distribution reconstruction methods from our previous work by incorporating full covariance information into our correlation function fits. Correlation function measurements are strongly covariant between angular or spatial bins, and accounting for this in fitting can yield substantial reduction in errors. However, frequently the covariance matrices used in these calculations are determined from a relatively small set (dozens rather than hundreds) of subsamples or mock catalogs, resulting in noisy covariance matrices whose inversion is ill-conditioned and numerically unstable. We present here a method of conditioning the covariance matrix known as ridge regression which results in a more well behaved inversion than other techniques common in large-scale structure studies. We demonstrate that ridge regression significantly improves the determination of correlation function parameters. We then apply these improved techniques to the problem of reconstructing redshift distributions. By incorporating full covariance information, applying ridge regression, and changing the weighting of fields in obtaining average correlation functions, we obtain reductions in the mean redshift distribution reconstruction error of as much as {approx}40% compared to previous methods. We provide a description of POWERFIT, an IDL code for performing power-law fits to correlation functions with ridge regression conditioning that we are making publicly available.
NASA Astrophysics Data System (ADS)
Tahmasebi, Pejman; Sahimi, Muhammad
2015-03-01
Nonstationary disordered materials and media, those for which the probability distribution function of any property varies spatially when shifted in space, are abundant and encountered in astrophysics, oceanography, air pollution patterns, large-scale porous media, biological tissues and organs, and composite materials. Their reconstruction and modeling is a notoriously difficult and largely unsolved problem. We propose a method for reconstructing a broad class of such media based on partitioning them into locally stationary zones. Two methods are used for the partitioning. One is based on the Shannon entropy, while the second method utilizes a watershed transform. The locally stationary zones are then reconstructed based on a cross-correlation function and one-dimensional raster path that we recently introduced [P. Tahmasebi and M. Sahimi, Phys. Rev. Lett. 110, 078002 (2013), 10.1103/PhysRevLett.110.078002], with overlaps between the zones to ensure seamless transition from one zone to another. A large number of examples, including porous media, ecological systems, disordered materials, and biological tissues and organs, are reconstructed and analyzed to demonstrate the accuracy of the method.
NASA Technical Reports Server (NTRS)
Scargle, Jeffrey D.
1989-01-01
This paper develops techniques to evaluate the discrete Fourier transform (DFT), the autocorrelation function (ACF), and the cross-correlation function (CCF) of time series which are not evenly sampled. The series may consist of quantized point data (e.g., yes/no processes such as photon arrival). The DFT, which can be inverted to recover the original data and the sampling, is used to compute correlation functions by means of a procedure which is effectively, but not explicitly, an interpolation. The CCF can be computed for two time series not even sampled at the same set of times. Techniques for removing the distortion of the correlation functions caused by the sampling, determining the value of a constant component to the data, and treating unequally weighted data are also discussed. FORTRAN code for the Fourier transform algorithm and numerical examples of the techniques are given.
NASA Astrophysics Data System (ADS)
Sato, Shin-ichi; Kitamura, Toshihiro; Ando, Yochi
2004-10-01
While considering auditory-brain model for subjective responses, effects of spatial factors extracted from the interaural cross-correlation function (IACF) on annoyance of noise stimuli are examined. The previously developed indices to measure sound pressure levels (SPL) and frequency characteristics cannot fully explain the psychological effects of noise. In the first experiment, subjects judged their annoyance by changing fluctuations in the magnitude of interaural cross-correlation function (IACC) and the SPL. In the second, they judged their annoyance by changing fluctuations in the interaural time delay (τIACC) and the SPL. Results show that: (1) annoyance increased by increasing the fluctuations of IACC as well as the SPL, (2) annoyance increased by increasing the fluctuations of τIACC as well as the SPL.
Sabra, Karim G
2010-06-01
It has been demonstrated theoretically and experimentally that an estimate of the Green's function between two receivers can be obtained by cross-correlating acoustic (or elastic) ambient noise recorded at these two receivers. Coherent wavefronts emerge from the noise cross-correlation time function due to the accumulated contributions over time from noise sources whose propagation path pass through both receivers. Previous theoretical studies of the performance of this passive imaging technique have assumed that no relative motion between noise sources and receivers occurs. In this article, the influence of noise sources motion (e.g., aircraft or ship) on this passive imaging technique was investigated theoretically in free space, using a stationary phase approximation, for stationary receivers. The theoretical results were extended to more complex environments, in the high-frequency regime, using first-order expansions of the Green's function. Although sources motion typically degrades the performance of wideband coherent processing schemes, such as time-delay beamforming, it was found that the Green's function estimated from ambient noise cross-correlations are not expected to be significantly affected by the Doppler effect, even for supersonic sources. Numerical Monte-Carlo simulations were conducted to confirm these theoretical predictions for both cases of subsonic and supersonic moving sources. PMID:20550258
A GROUP-GALAXY CROSS-CORRELATION FUNCTION ANALYSIS IN zCOSMOS
Knobel, C.; Lilly, S. J.; Carollo, C. M.; Caputi, K.; Contini, T.; Kneib, J.-P.; Le Fevre, O.; Renzini, A.; Scodeggio, M.; Franzetti, P.; Garilli, B.; Zamorani, G.; Bardelli, S.; Bolzonella, M.; Bongiorno, A.; Cucciati, O.; Iovino, A.; De la Torre, S.; De Ravel, L.; and others
2012-08-10
We present a group-galaxy cross-correlation analysis using a group catalog produced from the 16,500 spectra from the optical zCOSMOS galaxy survey. Our aim is to perform a consistency test in the redshift range 0.2 {<=} z {<=} 0.8 between the clustering strength of the groups and mass estimates that are based on the richness of the groups. We measure the linear bias of the groups by means of a group-galaxy cross-correlation analysis and convert it into mass using the bias-mass relation for a given cosmology, checking the systematic errors using realistic group and galaxy mock catalogs. The measured bias for the zCOSMOS groups increases with group richness as expected by the theory of cosmic structure formation and yields masses that are reasonably consistent with the masses estimated from the richness directly, considering the scatter that is obtained from the 24 mock catalogs. Some exceptions are the richest groups at high redshift (estimated to be more massive than 10{sup 13.5} M{sub Sun }), for which the measured bias is significantly larger than for any of the 24 mock catalogs (corresponding to a 3{sigma} effect), which is attributed to the extremely large structure that is present in the COSMOS field at z {approx} 0.7. Our results are in general agreement with previous studies that reported unusually strong clustering in the COSMOS field.
NASA Astrophysics Data System (ADS)
Matos, Catarina; Silveira, Graça; Custódio, Susana; Domingues, Ana; Dias, Nuno; Fonseca, João F. B.; Matias, Luís; Krueger, Frank; Carrilho, Fernando
2014-05-01
Noise cross-correlations are now widely used to extract Green functions between station pairs. But, do all the cross-correlations routinely computed produce successful Green Functions? What is the relationship between noise recorded in a couple of stations and the cross-correlation between them? During the last decade, we have been involved in the deployment of several temporary dense broadband (BB) networks within the scope of both national projects and international collaborations. From 2000 to 2002, a pool of 8 BB stations continuously operated in the Azores in the scope of the Memorandum of Understanding COSEA (COordinated Seismic Experiment in the Azores). Thanks to the Project WILAS (West Iberia Lithosphere and Astenosphere Structure, PTDC/CTE-GIX/097946/2008) we temporarily increased the number of BB deployed in mainland Portugal to more than 50 (permanent + temporary) during the period 2010 - 2012. In 2011/12 a temporary pool of 12 seismometers continuously recorded BB data in the Madeira archipelago, as part of the DOCTAR (Deep Ocean Test Array Experiment) project. Project CV-PLUME (Investigation on the geometry and deep signature of the Cape Verde mantle plume, PTDC/CTE-GIN/64330/2006) covered the archipelago of Cape Verde, North Atlantic, with 40 temporary BB stations in 2007/08. Project MOZART (Mozambique African Rift Tomography, PTDC/CTE-GIX/103249/2008), covered Mozambique, East Africa, with 30 temporary BB stations in the period 2011 - 2013. These networks, located in very distinct geographical and tectonic environments, offer an interesting opportunity to study seasonal and spatial variations of noise sources and their impact on Empirical Green functions computed from noise cross-correlation. Seismic noise recorded at different seismic stations is evaluated by computation of the probability density functions of power spectral density (PSD) of continuous data. To assess seasonal variations of ambient noise sources in frequency content, time-series of
Green's function approximation from cross-correlations of 20-100 Hz noise during a tropical storm.
Brooks, Laura A; Gerstoft, Peter
2009-02-01
Approximation of Green's functions through cross-correlation of acoustic signals in the ocean, a method referred to as ocean acoustic interferometry, is potentially useful for estimating parameters in the ocean environment. Travel times of the main propagation paths between hydrophone pairs were estimated from interferometry of ocean noise data that were collected on three L-shaped arrays off the New Jersey coast while Tropical Storm Ernesto passed nearby. Examination of the individual noise spectra and their mutual coherence reveals that the coherently propagating noise is dominated by signals of less than 100 Hz. Several time and frequency noise normalization techniques were applied to the low frequency data in order to determine the effectiveness of each technique for ocean acoustic applications. Travel times corresponding to the envelope peaks of the noise cross-correlation time derivatives of data were extracted from all three arrays, and are shown to be in agreement with the expected direct, surface-reflected, and surface-bottom-reflected interarray hydrophone travel times. The extracted Green's function depends on the propagating noise. The Green's function paths that propagate horizontally are extracted from long distance shipping noise, and during the storm the more vertical paths are extracted from breaking waves. PMID:19206850
NASA Astrophysics Data System (ADS)
Feng, Lei; Yi, Xiaohua; Zhu, Dapeng; Xie, Xiongyao; Wang, Yang
2015-08-01
In a modern metropolis, metro rail systems have become a dominant mode for mass transportation. The structural health of a metro tunnel is closely related to public safety. Many vibration-based techniques for detecting and locating structural damage have been developed in the past several decades. However, most damage detection techniques and validation tests are focused on bridge and building structures; very few studies have been reported on tunnel structures. Among these techniques, transmissibility function and cross correlation analysis are two well-known diagnostic approaches. The former operates in frequency domain and the latter in time domain. Both approaches can be applied to detect and locate damage through acceleration data obtained from sensor arrays. Furthermore, the two approaches can directly utilize structural response data without requiring excitation measurement, which offers advantages in field testing on a large structure. In this research, a numerical finite element model of a metro tunnel is built and different types of structural defects are introduced at multiple locations of the tunnel. Transmissibility function and cross correlation analysis are applied to perform structural damage detection and localization, based on simulated structural vibration data. Numerical results demonstrate that the introduced defects can be successfully identified and located. The sensitivity and feasibility of the two approaches have been verified when sufficient distribution of measurement locations is available. Damage detection results of the two different approaches are compared and discussed.
Green's Function Retrieval with Absorbing Probes in Reverberating Cavities.
Davy, Matthieu; de Rosny, Julien; Besnier, Philippe
2016-05-27
The cross-correlation of a diffuse wave field converges toward the difference between the anticausal and causal Green's functions between two points. This property has paved the way to passive imaging using ambient noise sources. In this Letter, we investigate Green's function retrieval in electromagnetism. Using a model based on the fluctuation dissipation theorem, we demonstrate theoretically that the cross-correlation function strongly depends on the absorption properties of the receivers. This is confirmed in measurements within a reverberation chamber. In contrast to measurements with noninvasive probes, we show that only the anticausal Green's function can be retrieved with a matched antenna. Finally, we interpret this result as an equivalent time-reversal experiment with an electromagnetic sink. PMID:27284658
NASA Technical Reports Server (NTRS)
Shibazaki, N.; Elsner, R. F.; Bussard, R. W.; Ebisuzaki, T.; Weisskopf, M. C.
1988-01-01
The cross-correlation functions (CCFs) and cross spectra expected for quasi-periodic oscillation (QPO) shot noise models are calculated under various assumptions, and the results are compared to observations. Effects due to possible coherence of the QPO oscillations are included. General formulas for the cross spectrum, the cross-phase spectrum, and the time-delay spectrum for QPO shot models are calculated and discussed. It is shown that the CCFs, cross spectra, and power spectra observed for Cyg X-e2 imply that the spectrum of the shots evolves with time, with important implications for the interpretation of these functions as well as of observed average energy spectra. The possible origins for the observed hard lags are discussed, and some physical difficulties for the Comptonization model are described. Classes of physical models for QPO sources are briefly addressed, and it is concluded that models involving shot formation at the surface of neutron stars are favored by observation.
Understanding volatility correlation behavior with a magnitude cross-correlation function
NASA Astrophysics Data System (ADS)
Jun, Woo Cheol; Oh, Gabjin; Kim, Seunghwan
2006-06-01
We propose an approach for analyzing the basic relation between correlation properties of the original signal and its magnitude fluctuations by decomposing the original signal into its positive and negative fluctuation components. We use this relation to understand the following phenomenon found in many naturally occurring time series: the magnitude of the signal exhibits long-range correlation, whereas the original signal is short-range correlated. The applications of our approach to heart rate variability signals and high-frequency foreign exchange rates reveal that the difference between the correlation properties of the original signal and its magnitude fluctuations is induced by the time organization structure of the correlation function between the magnitude fluctuations of positive and negative components. We show that this correlation function can be described well by a stretched-exponential function and is related to the nonlinearity and the multifractal structure of the signals.
Computing exact p-values for a cross-correlation shotgun proteomics score function.
Howbert, J Jeffry; Noble, William Stafford
2014-09-01
The core of every protein mass spectrometry analysis pipeline is a function that assesses the quality of a match between an observed spectrum and a candidate peptide. We describe a procedure for computing exact p-values for the oldest and still widely used score function, SEQUEST XCorr. The procedure uses dynamic programming to enumerate efficiently the full distribution of scores for all possible peptides whose masses are close to that of the spectrum precursor mass. Ranking identified spectra by p-value rather than XCorr significantly reduces variance because of spectrum-specific effects on the score. In combination with the Percolator postprocessor, the XCorr p-value yields more spectrum and peptide identifications at a fixed false discovery rate than Mascot, X!Tandem, Comet, and MS-GF+ across a variety of data sets. PMID:24895379
Dean, Roger T; Dunsmuir, William T M
2016-06-01
Many articles on perception, performance, psychophysiology, and neuroscience seek to relate pairs of time series through assessments of their cross-correlations. Most such series are individually autocorrelated: they do not comprise independent values. Given this situation, an unfounded reliance is often placed on cross-correlation as an indicator of relationships (e.g., referent vs. response, leading vs. following). Such cross-correlations can indicate spurious relationships, because of autocorrelation. Given these dangers, we here simulated how and why such spurious conclusions can arise, to provide an approach to resolving them. We show that when multiple pairs of series are aggregated in several different ways for a cross-correlation analysis, problems remain. Finally, even a genuine cross-correlation function does not answer key motivating questions, such as whether there are likely causal relationships between the series. Thus, we illustrate how to obtain a transfer function describing such relationships, informed by any genuine cross-correlations. We illustrate the confounds and the meaningful transfer functions by two concrete examples, one each in perception and performance, together with key elements of the R software code needed. The approach involves autocorrelation functions, the establishment of stationarity, prewhitening, the determination of cross-correlation functions, the assessment of Granger causality, and autoregressive model development. Autocorrelation also limits the interpretability of other measures of possible relationships between pairs of time series, such as mutual information. We emphasize that further complexity may be required as the appropriate analysis is pursued fully, and that causal intervention experiments will likely also be needed. PMID:26100765
Offshore Southern California lithospheric velocity structure from noise cross-correlation functions
NASA Astrophysics Data System (ADS)
Bowden, D. C.; Kohler, M. D.; Tsai, V. C.; Weeraratne, D. S.
2016-05-01
A new shear wave velocity model offshore Southern California is presented that images plate boundary deformation including both thickening and thinning of the crustal and mantle lithosphere at the westernmost edge of the North American continent. The Asthenospheric and Lithospheric Broadband Architecture from the California Offshore Region Experiment (ALBACORE) ocean bottom seismometer array, together with 65 stations of the onshore Southern California Seismic Network, is used to measure ambient noise correlation functions and Rayleigh wave dispersion curves which are inverted for 3-D shear wave velocities. The resulting velocity model defines the transition from continental lithosphere to oceanic, illuminating the complex history and deformation in the region. A transition to the present-day strike-slip regime between the Pacific and North American Plates resulted in broad deformation and capture of the now >200 km wide continental shelf. Our velocity model suggests the persistence of the uppermost mantle volcanic processes associated with East Pacific Rise spreading adjacent to the Patton Escarpment, which marks the former subduction of Farallon Plate underneath North America. The most prominent of these seismic structures is a low-velocity anomaly underlying the San Juan Seamount, suggesting ponding of magma at the base of the crust, resulting in thickening and ongoing adjustment of the lithosphere due to the localized loading. The velocity model also provides a robust framework for future earthquake location determinations and ground-shaking simulations for risk estimates.
NASA Astrophysics Data System (ADS)
Martins, J. H. C.; Santos, N. C.; Figueira, P.; Melo, C.
2016-03-01
The direct detection of reflected light from exoplanets is an excellent probe for the characterization of their atmospheres. The greatest challenge for this task is the low planet-to-star flux ratio, which even in the most favourable case is of the order of 10-4 in the optical. This ratio decreases even more for planets in their host's habitable zone, typically lower than 10-7. To reach the signal-to-noise level required for such detections, we propose to unleash the power of the Cross Correlation Function in combination with the collecting power of next generation observing facilities. The technique we propose has already yielded positive results by detecting the reflected spectral signature of 51 Pegasi b (see Martins et al. 2015). In this work, we attempted to infer the number of hours required for the detection of several planets in their host's habitable zone using the aforementioned technique from theoretical EELT observations. Our results show that for 5 of the selected planets it should be possible to directly recover their reflected spectral signature.
Zhuang, Katie Z.; Lebedev, Mikhail A.
2014-01-01
Correlation between cortical activity and electromyographic (EMG) activity of limb muscles has long been a subject of neurophysiological studies, especially in terms of corticospinal connectivity. Interest in this issue has recently increased due to the development of brain-machine interfaces with output signals that mimic muscle force. For this study, three monkeys were implanted with multielectrode arrays in multiple cortical areas. One monkey performed self-timed touch pad presses, whereas the other two executed arm reaching movements. We analyzed the dynamic relationship between cortical neuronal activity and arm EMGs using a joint cross-correlation (JCC) analysis that evaluated trial-by-trial correlation as a function of time intervals within a trial. JCCs revealed transient correlations between the EMGs of multiple muscles and neural activity in motor, premotor and somatosensory cortical areas. Matching results were obtained using spike-triggered averages corrected by subtracting trial-shuffled data. Compared with spike-triggered averages, JCCs more readily revealed dynamic changes in cortico-EMG correlations. JCCs showed that correlation peaks often sharpened around movement times and broadened during delay intervals. Furthermore, JCC patterns were directionally selective for the arm-reaching task. We propose that such highly dynamic, task-dependent and distributed relationships between cortical activity and EMGs should be taken into consideration for future brain-machine interfaces that generate EMG-like signals. PMID:25210153
NASA Astrophysics Data System (ADS)
Budi-Santoso, Agus; Lesage, Philippe
2016-07-01
We present a study of the seismic velocity variations that occurred in the structure before the large 2010 eruption of Merapi volcano. For the first time to our knowledge, the technique of coda wave interferometry is applied to both families of similar events (multiplets) and to correlation functions of seismic noise. About half of the seismic events recorded at the summit stations belong to one of the ten multiplets identified, including 120 similar events that occurred in the last 20 hr preceding the eruption onset. Daily noise cross-correlation functions (NCF) were calculated for the six pairs of short-period stations available. Using the stretching method, we estimate time-series of apparent velocity variation (AVV) for each multiplet and each pair of stations. No significant velocity change is detected until September 2010. From 10 October to the beginning of the eruption on 26 October, a complex pattern of AVV is observed with amplitude of up to ±1.5 per cent. Velocity decrease is first observed from families of deep events and then from shallow earthquakes. In the same period, AVV with different signs and chronologies are estimated from NCF calculated for various station pairs. The location in the horizontal plane of the velocity perturbations related with the AVV obtained from NCF is estimated by using an approach based on the radiative transfer approximation. Although their spatial resolution is limited, the resulting maps display velocity decrease in the upper part of the edifice in the period 12-25 October. After the eruption onset, the pattern of velocity perturbations is significantly modified with respect to the previous one. We interpret these velocity variations in the framework of a scenario of magmatic intrusion that integrates most observations. The perturbation of the stress field associated with the magma migration can induce both decrease and increase of the seismic velocity of rocks. Thus the detected AVVs can be considered as precursors of
NASA Astrophysics Data System (ADS)
Budi-Santoso, Agus; Lesage, Philippe
2016-04-01
We present a study of the seismic velocity variations that occurred in the structure before the large 2010 eruption of Merapi volcano. For the first time to our knowledge, the technique of Coda Wave Interferometry is applied to both families of similar events (multiplets) and to correlation functions of seismic noise. About half of the seismic events recorded at the summit stations belong to one of the ten multiplets identified, including 120 similar events that occurred in the last 20 hours preceding the eruption onset. Daily noise cross-correlation functions (NCF) were calculated for the six pairs of short-period stations available. Using the stretching method, we estimate time series of apparent velocity variation (AVV) for each multiplet and each pair of stations. No significant velocity change is detected until September 2010. From 10 October to the beginning of the eruption on 26 October, a complex pattern of AVV is observed with amplitude of up to ±1.5%. Velocity decrease is first observed from families of deep events and then from shallow earthquakes. In the same period, AVV with different signs and chronologies are estimated from NCF calculated for various station pairs. The location in the horizontal plane of the velocity perturbations related with the AVV obtained from NCF is estimated by using an approach based on the radiative transfer approximation. Although their spatial resolution is limited, the resulting maps display velocity decrease in the upper part of the edifice in the period 12-25 October. After the eruption onset, the pattern of velocity perturbations is significantly modified with respect to the previous one. We interpret these velocity variations in the framework of a scenario of magmatic intrusion that integrates most observations. The perturbation of the stress field associated with the magma migration can induce both decrease and increase of the seismic velocity of rocks. Thus the detected apparent velocity variations can be
NASA Astrophysics Data System (ADS)
Zeng, X.; Lancelle, C.; Thurber, C. H.; Fratta, D.; Wang, H. F.; Chalari, A.; Clarke, A.
2015-12-01
The field test of Distributed Acoustic Sensing (DAS) conducted at Garner Valley, California on September 11-12, 2013 provided a continuous overnight record of ambient noise. The DAS array recorded ground motions every one meter of optical cable that was arranged approximately in the shape of a rectangle with dimensions of 160 m by 80 m. The long dimension of the array was adjacent to a state highway. Three hours of record were used to compute noise cross-correlation functions (NCFs) in one-minute windows. The trace from each sensor channel was pre-processed by downsampling to 200 Hz, followed by normalization in the time-domain and bandpass filtering between 2 and 20 Hz (Bensen et al., 2007). The one-minute NCFs were then stacked using the time-frequency domain phase-weighted stacking method (Schimmel & Gallart, 2007). The NCFs between channels were asymmetrical reflecting the direction of traffic noise. The group velocities were found using the frequency-time analysis method. The energy was concentrated between 5 and 15 Hz, which falls into the typical traffic noise frequency band. The resulting velocities were between 100 and 300 m/s for frequencies between 10 and 20 Hz, which are in the same range as described in the results for surface-wave dispersion obtained using an active source for the same site (Lancelle et al., 2015). The group velocity starts to decrease for frequencies greater than ~10 Hz, which was expected on the basis of a previous shear-wave velocity model (Steidl et al., 1996). Then, the phase velocity was calculated using the multichannel analysis of surface wave technique (MASW - Park et al., 1999) with 114 NCFs spaced one meter apart. The resulting dispersion curve between 5 and 15 Hz gave phase velocities that ranged from approximately 170 m/s at 15 Hz to 250 m/s at 5 Hz. These results are consistent with other results of active-source DAS and seismometer records obtained at the Garner Valley site (e.g., Stokoe et al. 2004). This analysis is
A fast SEQUEST cross correlation algorithm.
Eng, Jimmy K; Fischer, Bernd; Grossmann, Jonas; Maccoss, Michael J
2008-10-01
The SEQUEST program was the first and remains one of the most widely used tools for assigning a peptide sequence within a database to a tandem mass spectrum. The cross correlation score is the primary score function implemented within SEQUEST and it is this score that makes the tool particularly sensitive. Unfortunately, this score is computationally expensive to calculate, and thus, to make the score manageable, SEQUEST uses a less sensitive but fast preliminary score and restricts the cross correlation to just the top 500 peptides returned by the preliminary score. Classically, the cross correlation score has been calculated using Fast Fourier Transforms (FFT) to generate the full correlation function. We describe an alternate method of calculating the cross correlation score that does not require FFTs and can be computed efficiently in a fraction of the time. The fast calculation allows all candidate peptides to be scored by the cross correlation function, potentially mitigating the need for the preliminary score, and enables an E-value significance calculation based on the cross correlation score distribution calculated on all candidate peptide sequences obtained from a sequence database. PMID:18774840
Identifying apparent velocity changes in cross correlated microseism noise data
NASA Astrophysics Data System (ADS)
Friderike Volk, Meike; Bean, Christopher; Lokmer, Ivan; Pérez, Nemesio; Ibáñez, Jesús
2015-04-01
Currently there is a strong interest of using cross correlation of ambient noise to retrieve Green's functions. These are usually used to calculate the seismic wave velocity of the subsurface and therefore can be used for subsurface imaging or monitoring of various geological settings where we expect rapid velocity changes (e.g. reservoirs or volcanoes). The assumption of this method is that the wavefields which are correlated must be diffuse. This criterion is fulfilled if the ambient noise sources are uniformly distributed or the scattering in the medium is high enough to mitigate any source directivity. The location of the sources is usually unknown and it can change in time. These temporal and spatial variations of the microseism noise sources may lead to changes in the retrieved Green's functions, and so, to the apparent changes in seismic wave velocities. To further investigate the apparent changes in Green's functions we undertook an active seismic experiment in Tenerife lasting three months. A small airgun was used as an active source and was shooting repeatedly every 15 minutes. The shots and the microseism noise were recorded at several seismic stations at the same time. That data set gives us the opportunity to compare the changes in seismic wave velocity recovered through cross correlation of ambient noise and changes we measure through active shots from the airgun. The aim is to distinguish between apparent seismic velocity changes and seismic velocity changes caused by changes in the medium. We also use the data set to track the direction of the microseism noise sources to see if changes which are only recovered through cross correlation can be related to temporal and spatial variations of the microseism noise sources.
Crustal anisotropy viewed by noise cross-correlations
NASA Astrophysics Data System (ADS)
Zaccarelli, L.; Saadé, M.; Cupillard, P.; Roux, P.; Montagner, J.; Brenguier, F.
2012-12-01
The cross-correlation (CC) of the vertical component of the ambient seismic noise records at 2 stations has been related to the Green function, i.e. the impulse response of the medium between the two stations. Therefore by considering the 3-cmp signal we obtain a tensor of noise CC which may provide interesting information on both Rayleigh and Love surface waves. An intriguing aspect that may emerge from the analysis of the CC tensor is the crustal anisotropy, with a special regard to its main direction, highlighted by the surface wave polarization. The behavior of an S-wave entering an anisotropic volume is well known and modeled, and the shear-wave splitting phenomenon has been exploited both for quantifying the crustal anisotropy and monitoring its evolution with time. But the same is not completely understood in the case of surface waves. In this framework we aim to a better comprehension on how anisotropy can modify Rayleigh and Love waves: we set up an experiment based on synthetics signals generated through the Spectral Element Method simulating a 3-D anisotropic medium. We firstly test the shear-wave splitting as retrieved from signal recordings of a deep source on a circle of stations. Then we generate double couple sources all along an outer circle on the surface. Finally we construct the cross-correlation tensor and we retrieve the polarization angles for all couples of stations and all sources, to analyze their reciprocal dependence.
NASA Astrophysics Data System (ADS)
Ławniczak, Michał; Bauch, Szymon; Hul, Oleh; Sirko, Leszek
2011-02-01
We present the results of an experimental study of the enhancement factor WS,β of the two-port scattering matrix \\skew3\\hat{S} and the cross-correlation function c12(ν) for microwave irregular networks simulating quantum graphs with time-reversal symmetry (TRS), symmetry index β=1, and without TRS, β=2, in the presence of absorption. We show that even for systems with notable losses the elastic enhancement factor WS,β remains a statistical measure that allows the determination of a symmetry class of the chaotic quantum systems under investigation. Therefore, the enhancement factor WS,β may be contrasted with many others statistical measures such as, for example, the nearest neighbor spacing distribution or the spectral rigidity, which are not directly applicable in the presence of strong absorption. The quantum graphs with TRS were simulated by the microwave networks built of coaxial cables connected by joints and attenuators, which allowed us to control absorption. The microwave circulators were added to the networks to simulate graphs with broken TRS. The experimental results are compared to the ones obtained within the framework of random matrix theory.
NASA Astrophysics Data System (ADS)
Costanzo, M. R.; Nunziata, C.
2014-09-01
Cross-correlation functions of long noise recordings with two broadband stations and earthquake recordings in the Campanian Plain have been processed with frequency time analysis to extract the fundamental mode of Rayleigh waves. Group velocities have been combined with regional group and phase velocity data in the non-linear inversion, with Hedgehog method, in order to get average shear wave velocity models for lithospheric structures extending to 73 km of depth. The structural model below the central part of the Campanian Plain is characterized by a covering of pyroclastics and alluvial sediments, about 2 km thick, on the carbonate platform with VS ranging from 2.30-2.40 to 2.85-3.15 km/s. However, the presence of lava bodies within the carbonates cannot be excluded in the light of the same density and seismic velocities. At greater depths, a main feature is represented by a sharp increment of velocity around 8-9 km of depth (VS of 3.85 km/s), which can be attributed to the presence of metamorphic rocks, overlying a low VS layer (5% velocity reduction), at about 14-15 km of depth. Such structural model resembles those found below the quiescent Roccamonfina and Colli Albani volcanoes, and can be interpreted as the signature of a cooling magma chamber. Moreover, a low VS layer is detected at 8-9 km of depth towards the Apennines and at 6 km of depth in the southernmost part of the Campanian Plain, nearby Mt. Vesuvius. Such low velocity layer seems to be a regional feature since it has been found below Roccamonfina in the North, Campi Flegrei, bay of Napoli and Mt. Vesuvius in the South, and can be explained by the widespread presence of partially melted material below the whole Campanian area.
Representation theorems and Green's function retrieval for scattering in acoustic media.
Vasconcelos, Ivan; Snieder, Roel; Douma, Huub
2009-09-01
Reciprocity theorems for perturbed acoustic media are provided in the form of convolution- and correlation-type theorems. These reciprocity relations are particularly useful in the general treatment of both forward and inverse-scattering problems. Using Green's functions to describe perturbed and unperturbed waves in two distinct wave states, representation theorems for scattered waves are derived from the reciprocity relations. While the convolution-type theorems can be manipulated to obtain scattering integrals that are analogous to the Lippmann-Schwinger equation, the correlation-type theorems can be used to retrieve the scattering response of the medium by cross correlations. Unlike previous formulations of Green's function retrieval, the extraction of scattered-wave responses by cross correlations does not require energy equipartitioning. Allowing for uneven energy radiation brings experimental advantages to the retrieval of fields scattered by remote lossless and/or attenuative scatterers. These concepts are illustrated with a number of examples, including analytic solutions to a one-dimensional scattering problem, and a numerical example in the context of seismic waves recorded on the ocean bottom. PMID:19905236
Retrieving the Green's function of attenuating heterogeneous media by time-reversal modeling
NASA Astrophysics Data System (ADS)
Zhu, T.
2014-12-01
The Green's function between two locations within which seismograms that were not physically recorded, are retrieved by cross-correlation, convolution or deconvolution and summation of other recorded wavefields (also known as seismic interferometry). More recently seismic interferometry was applied in exploration seismology by Bakulin and Calvert (2006) and Schuster et al. (2004), in ultrasound by Weaver and Lobkis (2001), in crustal seismology by Campillo and Paul (2003), Sabra et al. (2005a, b), Roux et al. (2005) and Shapiro et al. (2005), and in helioseismology by Rickett and Claerbout (1999). Theory of the retrieval of Green's function can also be represented by time-reversal propagation because of time invariance of wave equations in the lossless media. In the presence of intrinsic attenuation in the media, however, the time invariance of wave equations is invalid. My previous work present methods of using novel viscoacoustic and viscoelastic wave equations to recover the time invariance property of such wave equations for viscoacoustic and viscoelastic time-reversal modeling. More importantly, attenuation effects are compensated for during time-reversal wave propagation. In this paper, I investigate the possibility of retrieving the Green's function through time-reversal modeling techniques in attenuating media. I consider two different models to illustrate the feasibility of Green's function retrieval in attenuating media. I consider the viscoacoustic as well as the viscoelastic situation. Numerical results show that the Green's function can be retrieved in the correct amplitude and phase by time-reversal modeling with compensating both amplitude loss and dispersion effects.
Study of cross-correlation in a self-affine time series of taxi accidents
NASA Astrophysics Data System (ADS)
Zebende, G. F.; da Silva, P. A.; Machado Filho, A.
2011-05-01
We study in this paper the cross-correlation between self-affine time series of real variables recorded simultaneously in cases of taxi accidents. For this purpose, we apply the DCCA method and show that the cross-correlation can be divided into three distinct groups, if we look for the detrended covariance function, i.e., long-range cross-correlations, short-range cross-correlations and no cross-correlations. Finally, it will be seen that the detrended covariance function is robust, if compared with other methods, in identifying these types of cross-correlations.
Petascale cross correlation in software
NASA Astrophysics Data System (ADS)
Barsdell, Benjamin R.; Clark, M. A.; Greenhill, L. J.
2014-04-01
The exascale computational demands of back-end processing in the era of the SKA and HERA, headlined by the needs of cross-correlation, are likely to require solutions that differ significantly from traditional approaches on smaller arrays. The rapid growth of massively-parallel general-purpose computing hardware presents an alternative to ASIC- or FPGA-based designs and promises several advantages. In this talk we present strong scaling results for an FX correlator that runs entirely in software on GPU-based off-the-shelf HPC clusters.
NASA Astrophysics Data System (ADS)
Liu, C.; Liu, X.; Kowalewski, M. G.; Janz, S. J.; González Abad, G.; Pickering, K. E.; Chance, K.; Lamsal, L. N.
2015-02-01
The Airborne Compact Atmospheric Mapper (ACAM), an ultraviolet/visible/near-infrared spectrometer, has been flown on board the NASA UC-12 aircraft during the Deriving Information on Surface Conditions from Column and Vertically Resolved Observations Relevant to Air Quality (DISCOVER-AQ) campaigns to provide remote sensing observations of tropospheric and boundary-layer pollutants from its radiance measurements. To assure the trace-gas retrieval from ACAM measurements we perform detailed characterization and verification of ACAM slit functions. The wavelengths and slit functions of ACAM measurements are characterized for the air-quality channel (~304-500 nm) through cross-correlation with a high-resolution solar irradiance reference spectrum after necessarily accounting for atmospheric gas absorption and the ring effect in the calibration process. The derived slit functions, assuming a hybrid combination of asymmetric Gaussian and top-hat slit functions, agree very well with the laboratory-measured slit functions. Comparisons of trace-gas retrievals between using derived and measured slit functions demonstrate that the cross-correlation technique can be reliably used to characterize slit functions for trace-gas retrievals.
NASA Astrophysics Data System (ADS)
Liu, C.; Liu, X.; Kowalewski, M. G.; Janz, S. J.; González Abad, G.; Pickering, K. E.; Chance, K.; Lamsal, L. N.
2014-11-01
The Airborne Compact Atmospheric Mapper (ACAM), an ultraviolet/visible/near-infrared spectrometer, has been flown on board the NASA UC-12 aircraft during the DISCOVER-AQ (Deriving Information on Surface Conditions from Column and Vertically Resolved Observations Relevant to Air Quality) campaigns to provide remote sensing observations of tropospheric and boundary layer pollutants from its radiance measurements. To improve the trace gas retrieval from ACAM measurements, we perform detailed characterization and verification of ACAM slit functions. The wavelengths and slit functions of ACAM measurements are characterized for the air quality channel (~304-500 nm) through cross-correlation with a high-resolution solar irradiance reference spectrum after necessarily accounting for atmospheric gas absorption and the Ring effect in the calibration process. The derived slit functions, assuming a hybrid combination of asymmetric Gaussian and top-hat slit functions, agree very well with the laboratory-measured slit functions. Comparisons of trace gas retrievals between using derived and measured slit functions demonstrate that the cross-correlation technique can be reliably used to characterize slit functions for trace gas retrievals.
Cross-correlation in the auditory coincidence detectors of owls.
Fischer, Brian J; Christianson, G Björn; Peña, José Luis
2008-08-01
Interaural time difference (ITD) plays a central role in many auditory functions, most importantly in sound localization. The classic model for how ITD is computed was put forth by Jeffress (1948). One of the predictions of the Jeffress model is that the neurons that compute ITD should behave as cross-correlators. Whereas cross-correlation-like properties of the ITD-computing neurons have been reported, attempts to show that the shape of the ITD response function is determined by the spectral tuning of the neuron, a core prediction of cross-correlation, have been unsuccessful. Using reverse correlation analysis, we demonstrate in the barn owl that the relationship between the spectral tuning and the ITD response of the ITD-computing neurons is that predicted by cross-correlation. Moreover, we show that a model of coincidence detector responses derived from responses to binaurally uncorrelated noise is consistent with binaural interaction based on cross-correlation. These results are thus consistent with one of the key tenets of the Jeffress model. Our work sets forth both the methodology to answer whether cross-correlation describes coincidence detector responses and a demonstration that in the barn owl, the result is that expected by theory. PMID:18685035
Recirculating cross-correlation detector
Andrews, W.H. Jr.; Roberts, M.J.
1985-01-18
A digital cross-correlation detector is provided in which two time-varying signals are correlated by repetitively comparing data samples stored in digital form to detect correlation between the two signals. The signals are sampled at a selected rate converted to digital form, and stored in separate locations in separate memories. When the memories are filled, the data samples from each memory are first fed word-by-word through a multiplier and summing circuit and each result is compared to the last in a peak memory circuit and if larger than the last is retained in the peak memory. Then the address line to leading signal memory is offset by one byte to affect one sample period delay of a known amount in that memory and the data in the two memories are then multiplied word-by-word once again and summed. If a new result is larger than a former sum, it is saved in the peak memory together with the time delay. The recirculating process continues with the address of the one memory being offset one additional byte each cycle until the address is shifted through the length of the memory. The correlation between the two signals is indicated by the peak signal stored in the peak memory together with the delay time at which the peak occurred. The circuit is faster and considerably less expensive than comparable accuracy correlation detectors.
Statistical tests for power-law cross-correlated processes
NASA Astrophysics Data System (ADS)
Podobnik, Boris; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Stanley, H. Eugene
2011-12-01
For stationary time series, the cross-covariance and the cross-correlation as functions of time lag n serve to quantify the similarity of two time series. The latter measure is also used to assess whether the cross-correlations are statistically significant. For nonstationary time series, the analogous measures are detrended cross-correlations analysis (DCCA) and the recently proposed detrended cross-correlation coefficient, ρDCCA(T,n), where T is the total length of the time series and n the window size. For ρDCCA(T,n), we numerically calculated the Cauchy inequality -1≤ρDCCA(T,n)≤1. Here we derive -1≤ρDCCA(T,n)≤1 for a standard variance-covariance approach and for a detrending approach. For overlapping windows, we find the range of ρDCCA within which the cross-correlations become statistically significant. For overlapping windows we numerically determine—and for nonoverlapping windows we derive—that the standard deviation of ρDCCA(T,n) tends with increasing T to 1/T. Using ρDCCA(T,n) we show that the Chinese financial market's tendency to follow the U.S. market is extremely weak. We also propose an additional statistical test that can be used to quantify the existence of cross-correlations between two power-law correlated time series.
Statistical tests for power-law cross-correlated processes.
Podobnik, Boris; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Stanley, H Eugene
2011-12-01
For stationary time series, the cross-covariance and the cross-correlation as functions of time lag n serve to quantify the similarity of two time series. The latter measure is also used to assess whether the cross-correlations are statistically significant. For nonstationary time series, the analogous measures are detrended cross-correlations analysis (DCCA) and the recently proposed detrended cross-correlation coefficient, ρ(DCCA)(T,n), where T is the total length of the time series and n the window size. For ρ(DCCA)(T,n), we numerically calculated the Cauchy inequality -1 ≤ ρ(DCCA)(T,n) ≤ 1. Here we derive -1 ≤ ρ DCCA)(T,n) ≤ 1 for a standard variance-covariance approach and for a detrending approach. For overlapping windows, we find the range of ρ(DCCA) within which the cross-correlations become statistically significant. For overlapping windows we numerically determine-and for nonoverlapping windows we derive--that the standard deviation of ρ(DCCA)(T,n) tends with increasing T to 1/T. Using ρ(DCCA)(T,n) we show that the Chinese financial market's tendency to follow the U.S. market is extremely weak. We also propose an additional statistical test that can be used to quantify the existence of cross-correlations between two power-law correlated time series. PMID:22304166
A detrended cross-correlation analysis of meteorological and API data in Nanjing, China
NASA Astrophysics Data System (ADS)
Shen, Chen-hua; Li, Chao-ling; Si, Ya-li
2015-02-01
The cross correlation between daily meteorological data and air pollution index (API) records in Nanjing during the past 12 years is studied by means of a detrended cross-correlation analysis (DCCA). In this study, we use statistical significance tests and power-law statistical tests to verify cross correlation between meteorological data and the API. Through calculating the DCCA cross correlation coefficient ρDCCA, we intend to obtain a range of cross correlation levels between the meteorological data and the API at different time scales. Utilizing the multifractal detrended cross correlation analysis (MF-DCCA) and algorithm-multifractal cross correlation analysis (MF-CCA) proposed by Oświecimka, we observe multifractal cross-correlation behavior between meteorological factors and the API. Our results show a cross correlation between meteorological factors and the API in Nanjing. The cross-correlation between diurnal temperature ranges and the API is persistent at studied time scales, while the cross correlations of wind speed, relative humidity, and precipitation with the API are anti-persistent at studied time scales. Next, a cross correlation of temperature with the API finds persistent cross correlation at smaller time scales, and anti-persistent cross-correlation at larger time scales; the cross correlation of atmospheric pressure with the API, however, results in anti-persistent cross correlation at smaller time scales, and persistent cross correlation at larger time scales. The MF-DCCA demonstrates that all underlying fluctuations have a weak multifractal nature where one scaling exponent is obtained. However, the MF-CCA suggests that some crossovers exist in the cross-correlation fluctuation function in terms of time scales of temperature and atmospheric pressure versus the API. The MF-CCA method is more subtle and suitable for reflecting the cross correlation of the two given time series. Compared with a traditional correlation analysis, the DCCA can
Attribute-Based Time Series Cross-Correlation Measures
NASA Astrophysics Data System (ADS)
Cooper, G. R. J.
2016-05-01
Datasets are usually compared using cross-correlation, often using a moving window to calculate the correlation as a function of time or space. However, signals can be considered as being composed of sinusoids which possess amplitudes, frequencies and phases. All these three attributes can be computed at each point in time, and then used as the basis of a cross-correlation method. By using all the three measures of correlation together, their individual disadvantages can be minimised. By combining these measures with the continuous wavelet transform, information on the correlation as a function of wavelength can be obtained.
Garofalo, Matteo; Nieus, Thierry; Massobrio, Paolo; Martinoia, Sergio
2009-01-01
Functional connectivity of in vitro neuronal networks was estimated by applying different statistical algorithms on data collected by Micro-Electrode Arrays (MEAs). First we tested these "connectivity methods" on neuronal network models at an increasing level of complexity and evaluated the performance in terms of ROC (Receiver Operating Characteristic) and PPC (Positive Precision Curve), a new defined complementary method specifically developed for functional links identification. Then, the algorithms better estimated the actual connectivity of the network models, were used to extract functional connectivity from cultured cortical networks coupled to MEAs. Among the proposed approaches, Transfer Entropy and Joint-Entropy showed the best results suggesting those methods as good candidates to extract functional links in actual neuronal networks from multi-site recordings. PMID:19652720
CROSS-CORRELATIONS AS A COSMOLOGICAL CARBON MONOXIDE DETECTOR
Pullen, Anthony R.; Dore, Olivier; Chang, Tzu-Ching; Lidz, Adam
2013-05-01
We present a new procedure to measure the large-scale carbon monoxide (CO) emissions across cosmic history. As a tracer of large-scale structure (LSS), the CO gas content as a function of redshift can be quantified by its three-dimensional fluctuation power spectra. Furthermore, cross-correlating CO emission with other LSS tracers offers a way to measure the emission as a function of scale and redshift. Here we introduce the model relevant for such a cross-correlation measurement between CO and other LSS tracers, and between different CO rotational lines. We propose a novel use of cosmic microwave background (CMB) data and attempt to extract redshifted CO emissions embedded in the Wilkinson Microwave Anisotropy Probe (WMAP) data set. We cross-correlate the all-sky WMAP7 data with LSS data sets, namely, the photometric quasar sample and the luminous red galaxy sample from the Sloan Digital Sky Survey Data Releases 6 and 7, respectively. We are unable to detect a cross-correlation signal with either CO(1-0) or CO(2-1) lines, mainly due to the instrumental noise in the WMAP data. However, we are able to rule out models more than three times greater than our more optimistic model. We discuss the cross-correlation signal from the thermal Sunyaev-Zeldovich effect and dust as potential contaminants, and quantify their impact for our CO measurements. We discuss forecasts for current CMB experiments and a hypothetical future CO-focused experiment, and propose to cross-correlate CO temperature data with the Hobby-Eberly Telescope Dark Energy Experiment Ly{alpha}-emitter sample, for which a signal-to-noise ratio of 58 is possible.
Effective intermittency and cross correlations in the standard map
NASA Astrophysics Data System (ADS)
Datseris, G.; Diakonos, F. K.; Schmelcher, P.
2015-07-01
We define auto- and cross-correlation functions capable of capturing dynamical characteristics induced by local phase-space structures in a general dynamical system. These correlation functions are calculated in the standard map for a range of values of the nonlinearity parameter k . Using a model of noninteracting particles, each evolving according to the same standard map dynamics and located initially at specific phase-space regions, we show that for 0.6
Cross correlation of thermal flux noise in layered superconductors
Ashkenazy, V.D.; Jung, G. |; Shapiro, B.Y. |
1996-10-01
Cross correlation in the magnetic flux noise due to thermally activated movements of pancake vortices in strongly anisotropic layered superconductors has been investigated theoretically. It has been shown that there exists a crossover frequency, inversely proportional to the sample thickness, below which vortices behave as rigid rods and their ends move coherently on the opposite sides of the sample. At low frequencies, the cross-correlation spectrum is identical to the spectrum measured at each side of the sample. The cross-correlation spectrum demonstrates two regimes of behavior, separated by a characteristic frequency which depends on the geometry of the flux measuring loop. At high frequencies above the crossover frequency, the excitations of the elastic lattice modes lead to exponentially vanishing oscillations of the cross-correlation spectra. Pancake movements became incoherent and the correlation function decays, accompanied by the oscillations. The oscillations are most pronounced for the separation between pickup loops smaller than the sample thickness. In a typical experimental configuration with pickup loops located on the sample surface, the oscillations constitute only small perturbations to the dominating powerlike decay of the correlation function. {copyright} {ital 1996 The American Physical Society.}
Image Cross-Correlation Analysis of Time Varying Flows.
Marquezin, Cassia A; Ceffa, Nicolò G; Cotelli, Franco; Collini, Maddalena; Sironi, Laura; Chirico, Giuseppe
2016-07-19
In vivo studies of blood circulation pathologies have great medical relevance and need methods for the characterization of time varying flows at high spatial and time resolution in small animal models. We test here the efficacy of the combination of image correlation techniques and single plane illumination microscopy (SPIM) in characterizing time varying flows in vitro and in vivo. As indicated by numerical simulations and by in vitro experiments on straight capillaries, the complex analytical form of the cross-correlation function for SPIM detection can be simplified, in conditions of interest for hemodynamics, to a superposition of Gaussian components, easily amenable to the analysis of variable flows. The possibility to select a wide field of view with a good spatial resolution along the collection optical axis and to compute the cross-correlation between regions of interest at varying distances on a single time stack of images allows one to single out periodic flow components from spurious peaks on the cross-correlation functions and to infer the duration of each flow component. We apply this cross-correlation analysis to the blood flow in Zebrafish embryos at 4 days after fertilization, measuring the average speed and the duration of the systolic and diastolic phases. PMID:27348197
Antisymmetric galaxy cross-correlations as a cosmological probe
NASA Astrophysics Data System (ADS)
Dai, Liang; Kamionkowski, Marc; Kovetz, Ely D.; Raccanelli, Alvise; Shiraishi, Maresuke
2016-01-01
The autocorrelation between two members of a galaxy population is symmetric under the interchange of the two galaxies being correlated. The cross-correlation between two different types of galaxies, separated by a vector r , is not necessarily the same as that for a pair separated by -r . Local anisotropies in the two-point cross-correlation function may thus indicate a specific direction which when mapped as a function of position trace out a vector field. This vector field can then be decomposed into longitudinal and transverse components, and those transverse components written as positive- and negative-helicity components. A locally asymmetric cross-correlation of the longitudinal type arises naturally in halo clustering, even with Gaussian initial conditions, and could be enhanced with local-type non-Gaussianity. Early-Universe scenarios that introduce a vector field may also give rise to such effects. These antisymmetric cross-correlations also provide a new possibility to seek a preferred cosmic direction correlated with the hemispherical power asymmetry in the cosmic microwave background and to seek a preferred location associated with the cosmic microwave background cold spot. New ways to seek cosmic parity breaking are also possible.
Using SVD for improved interferometric Green's function retrieval
NASA Astrophysics Data System (ADS)
Melo, Gabriela; Malcolm, Alison; Mikesell, Dylan; van Wijk, Kasper
2013-09-01
Seismic interferometry (SI) is a technique used to estimate the Green's function (GF) between two receiver locations, as if there were a source at one of the receiver locations. However, in many applications, the requirements to recover the exact GF are not satisfied and SI yields a poor estimate of the GF. For these non-ideal cases, we improve the interferometric GFs, by applying singular value decomposition (SVD) to the cross-correlations before stacking. The SVD approach preserves energy that is stationary in the cross-correlations, which is the energy that contributes most to the GF recovery, and attenuates non-stationary energy, which leads to artefacts in the interferometric GF. We apply this method to construct virtual shot gathers (for both synthetic and field data) and demonstrate how using SVD enhances physical arrivals in these gathers. We also find that SVD is robust with respect to weakly correlated random noise, allowing a better recovery of events from noisy data, in some cases recovering energy that would otherwise be completely lost in the noise and that the standard SI technique fails to recover.
Absence of significant cross-correlation between WMAP and SDSS
NASA Astrophysics Data System (ADS)
López-Corredoira, M.; Sylos Labini, F.; Betancort-Rijo, J.
2010-04-01
Aims: Several authors have claimed to detect a significant cross-correlation between microwave WMAP anisotropies and the SDSS galaxy distribution. We repeat these analyses to determine the different cross-correlation uncertainties caused by re-sampling errors and field-to-field fluctuations. The first type of error concerns overlapping sky regions, while the second type concerns non-overlapping sky regions. Methods: To measure the re-sampling errors, we use bootstrap and jack-knife techniques. For the field-to-field fluctuations, we use three methods: 1) evaluation of the dispersion in the cross-correlation when correlating separated regions of WMAP with the original region of SDSS; 2) use of mock Monte Carlo WMAP maps; 3) a new method (developed in this article), which measures the error as a function of the integral of the product of the self-correlations for each map. Results: The average cross-correlation for b > 30 deg is significantly stronger than the re-sampling errors - both the jack-knife and bootstrap techniques provide similar results - but it is of the order of the field-to-field fluctuations. This is confirmed by the cross-correlation between anisotropies and galaxies in more than the half of the sample being null within re-sampling errors. Conclusions: Re-sampling methods underestimate the errors. Field-to-field fluctuations dominate the detected signals. The ratio of signal to re-sampling errors is larger than unity in a way that strongly depends on the selected sky region. We therefore conclude that there is no evidence yet of a significant detection of the integrated Sachs-Wolfe (ISW) effect. Hence, the value of Ω_Λ ≈ 0.8 obtained by the authors who assumed they were observing the ISW effect would appear to have originated from noise analysis.
V S Profiles from Noise Cross Correlation at Local and Small Scale
NASA Astrophysics Data System (ADS)
de Nisco, G.; Nunziata, C.
2011-03-01
Ambient noise measurements have been performed at local and small scales in the Neapolitan and surrounding areas (Campania, southern Italy) by employing two broad-band Kinemetrics Q330 stations, equipped with Episensor ES-T three component accelerometers. In both experiments frequency time analysis (FTAN method) has been performed on the vertical and radial components of noise cross correlations to retrieve the Rayleigh wave dispersion (Green's function). At local scale, over an interstation distance of about 26 km, the group velocity dispersion values have been compared with those obtained from FTAN analysis on recordings of two earthquakes with similar path. At small scale, measurements have been carried out over an interstation distance of about 440 m in the public gardens of Scampia, the northernmost quarter of Naples. The Rayleigh wave group velocity dispersion data obtained from noise cross correlation, have been combined with those from active seismic experiment along the same alignment, but shorter (120 m offset). The non linear inversion of such a dispersion curve has allowed the definition of V S models to depths of 100 m, in agreement with nearby stratigraphy. Moreover, a good agreement has resulted for the resonance frequency among the H/V ratio, the ellipticity of the fundamental mode computed for the chosen V S model, and the average two-dimensional (2D) spectral amplification computed along a cross section representative of the Scampia quarter.
Background-free balanced optical cross correlator
Nejadmalayeri, Amir Hossein; Kaertner, Franz X
2014-12-23
A balanced optical cross correlator includes an optical waveguide, a first photodiode including a first n-type semiconductor and a first p-type semiconductor positioned about the optical waveguide on a first side of the optical waveguide's point of symmetry, and a second photodiode including a second n-type semiconductor and a second p-type semiconductor positioned about the optical waveguide on a second side of the optical waveguide's point of symmetry. A balanced receiver including first and second inputs is configured to produce an output current or voltage that reflects a difference in currents or voltages, originating from the first and the second photodiodes of the balanced cross correlator and fed to the first input and to the second input of the balanced receiver.
Ambient seismic noise cross-correlations at Romanian broadband stations
NASA Astrophysics Data System (ADS)
Grecu, Bogdan; Tataru, Dragos; Neagoe, Cristian; Panza, Giuliano; Raileanu, Victor; Radulian, Mircea; Popa, Mihaela; Ionescu, Constantin
2010-05-01
In the last years the National Institute for Earth Physics (NIEP), Romania, has developed its real-time broadband seismic network. At present, NIEP operates 34 stations with both broadband velocity sensors (CMG3ESP, CMG40T, KS2000, STS2) and accelerometer sensors (2gEpi). The data are continuously recorded and transmitted to the Romanian Data Centre where Antelope 4.11 is running for acquisition and processing. The density of the stations produces 560 inter-station pairs for ambient noise cross-correlation analysis. In this study, we used seismic data recorded during a period of 12 months, between January 2009 and December 2009. A nonlinear procedure is applied to lower the influence of the earthquake-related signals and to obtain a symmetric noise cross-correlation function (for details see Cho et al., 2007). The results show good cross-correlation functions for almost all pair of stations. As the vertical components of ambient noise are cross-correlated, only the fundamental mode of the Rayleigh wave is obtained. The FTAN analysis is used to extract the group velocities from the estimated dispersive waves at periods between 6 and 30 sec. This work provides very useful data for future tomographic studies in Romania at crustal level, considering that new data from other broadband stations deployed on the Romanian territory will become available. References: Cho, K.H., R. B. Herrmann, C. J. Ammon and K. Lee. Imaging the Upper Crust of the Korean Peninsula by Surface-Wave Tomography, Bulletin of the Seismological Society of America (2007) 97, 198-207.
Cross-correlations between volume change and price change.
Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M; Stanley, H Eugene
2009-12-29
In finance, one usually deals not with prices but with growth rates R, defined as the difference in logarithm between two consecutive prices. Here we consider not the trading volume, but rather the volume growth rate R, the difference in logarithm between two consecutive values of trading volume. To this end, we use several methods to analyze the properties of volume changes |R|, and their relationship to price changes |R|. We analyze 14,981 daily recordings of the Standard and Poor's (S & P) 500 Index over the 59-year period 1950-2009, and find power-law cross-correlations between |R| and |R| by using detrended cross-correlation analysis (DCCA). We introduce a joint stochastic process that models these cross-correlations. Motivated by the relationship between |R| and |R|, we estimate the tail exponent alpha of the probability density function P(|R|) approximately |R|(-1-alpha) for both the S & P 500 Index as well as the collection of 1819 constituents of the New York Stock Exchange Composite Index on 17 July 2009. As a new method to estimate alpha, we calculate the time intervals tau(q) between events where R > q. We demonstrate that tau(q), the average of tau(q), obeys tau(q) approximately q(alpha). We find alpha approximately 3. Furthermore, by aggregating all tau(q) values of 28 global financial indices, we also observe an approximate inverse cubic law. PMID:20018772
Precise Relative Earthquake Magnitudes from Cross Correlation
Cleveland, K. Michael; Ammon, Charles J.
2015-04-21
We present a method to estimate precise relative magnitudes using cross correlation of seismic waveforms. Our method incorporates the intercorrelation of all events in a group of earthquakes, as opposed to individual event pairings relative to a reference event. This method works well when a reliable reference event does not exist. We illustrate the method using vertical strike-slip earthquakes located in the northeast Pacific and Panama fracture zone regions. Our results are generally consistent with the Global Centroid Moment Tensor catalog, which we use to establish a baseline for the relative event sizes.
HEALPix Based Cross-Correlation in Astronomy
NASA Astrophysics Data System (ADS)
Fernique, P.; Durand, D.; Boch, T.; Oberto, A.; Pineau, F.
2013-10-01
We are presenting our work on a cross correlation system based on HEALPix cells indexing. The system allows users to answer scientific questions like “please find all HST images on which there is an observation of a radio quiet quasar” in a single query. The baseline of this system is the creation of the HEALPix indexes grouped hierarchically and organized in a special format file called MOC (see http://ivoa.net/Documents/Notes/MOC) developed by the CDS. Using the MOC files, the cross correlation between images and or catalogues is reduced to searches only in meaningful areas. Under the condition that the survey database also internally uses a HEALPix positional index, the search result comes back almost immediately (typically a few seconds). We have started building the index for some surveys, catalogues (VizieR catalogues, Simbad, etc.) and some pointed mode archives (like HST at CADC) and are developing an elementary library to support basic operations on any input MOC files. The usage of the MOC files is starting to be used throughout the VO community as a general indexing method and tools such as Aladin and TOPCAT are starting to make use of them.
A New Methodology of Spatial Cross-Correlation Analysis
Chen, Yanguang
2015-01-01
Spatial correlation modeling comprises both spatial autocorrelation and spatial cross-correlation processes. The spatial autocorrelation theory has been well-developed. It is necessary to advance the method of spatial cross-correlation analysis to supplement the autocorrelation analysis. This paper presents a set of models and analytical procedures for spatial cross-correlation analysis. By analogy with Moran’s index newly expressed in a spatial quadratic form, a theoretical framework is derived for geographical cross-correlation modeling. First, two sets of spatial cross-correlation coefficients are defined, including a global spatial cross-correlation coefficient and local spatial cross-correlation coefficients. Second, a pair of scatterplots of spatial cross-correlation is proposed, and the plots can be used to visually reveal the causality behind spatial systems. Based on the global cross-correlation coefficient, Pearson’s correlation coefficient can be decomposed into two parts: direct correlation (partial correlation) and indirect correlation (spatial cross-correlation). As an example, the methodology is applied to the relationships between China’s urbanization and economic development to illustrate how to model spatial cross-correlation phenomena. This study is an introduction to developing the theory of spatial cross-correlation, and future geographical spatial analysis might benefit from these models and indexes. PMID:25993120
Failure of the Cross Correlation Measurement Technique
NASA Astrophysics Data System (ADS)
McGill, Ken; Ham, Katie; Schock, Kris
2014-03-01
The experiment involves creating a sound wave that propagates down a pipe with 8 transducers attached at equally spaced intervals of 0.01016 meters. The numerical method used to solve for the phase component, the Cross Correlation Method, creates a high correlation value, but the speed of sound varies immensely. The method involves a Fast Fourier Transform of the collected data, which is used to find the phase of the sound wave, and the slope of the position versus time graph, which is used to calculate the speed of sound. This high correlation values shows that the data is correct, but the numerical method for analyzing the data is incorrect. We would like to thank Dr. Ken McGill for all of his time, help, and guidance with this research project. We would also like to thank Georgia College and State University for both the resources and space necessary for this experiment.
Temporal and Cross Correlations in Business News
NASA Astrophysics Data System (ADS)
Mizuno, T.; Takei, K.; Ohnishi, T.; Watanabe, T.
We empirically investigate temporal and cross correlations inthe frequency of news reports on companies, using a dataset of more than 100 million news articles reported in English by around 500 press agencies worldwide for the period 2003--2009. Our first finding is that the frequency of news reports on a company does not follow a Poisson process, but instead exhibits long memory with a positive autocorrelation for longer than one year. The second finding is that there exist significant correlations in the frequency of news across companies. Specifically, on a daily time scale or longer the frequency of news is governed by external dynamics, while on a time scale of minutes it is governed by internal dynamics. These two findings indicate that the frequency of news reports on companies has statistical properties similar to trading volume or price volatility in stock markets, suggesting that the flow of information through company news plays an important role in price dynamics in stock markets.
Investigating hum sources using cross-correlation asymmetry
NASA Astrophysics Data System (ADS)
Ermert, L. A.; Fichtner, A.; Schimmel, M.
2014-12-01
The sources and excitation of the Earth's hum are current subjects of debate. Here, we propose an alternative approach to map power spectral density of hum sources. We are currently processing IRIS continuous seismic data spanning the last 10 years to obtain a cross-correlation dataset. The amplitude-independent phase cross-correlation provides correlation stacks that converge relatively rapidly and without the application of additional preprocessing such as spectral whitening. We calculate monthly stacks of approx. daily broadband geometrically normalized 'classic' and phase cross-correlations. These can be recombined into 'seasonal' stacks of several months. Also, they can be restacked by month over several years, so as to investigate long-term average behavior during different months. Although these correlation functions retain no absolute amplitude information, observational evidence from our data shows that the relative amplitudes of the causal and acausal branch differ between certain station pairs, indicating a preferential direction of wave propagation. We intend to use this directional characteristic to investigate source distribution of continuous seismic motions. In a first step, we project the measurements of amplitude asymmetry back along the station-station path using very simplified sensitivity kernels. These kernels can be obtained numerically or by using analytical 2-D Green's functions for homogeneous media. We expect to obtain global maps of source regions for different seasons. In a further step (not to be presented here), the observations will be inverted for the geographical distribution of source power spectral density. We target hum as first example application, while the method could also be applied to other types of continuous seismic motion. The goal of our study is to obtain a global hum source map, which might benefit our understanding of the excitation mechanisms of hum.
Cross-correlation between interest rates and commodity prices
NASA Astrophysics Data System (ADS)
Wang, Qing; Hu, Yiming
2015-06-01
In this paper, we investigate cross-correlations between interest rate and agricultural commodity markets. Based on a statistic of Podobnik et al. (2009), we find that the cross-correlations are all significant. Using the MF-DFA and MF-DXA methods, we find strong multifractality in both auto-correlations and cross-correlations. Moreover, the cross-correlations are persistent. Finally, based on the technique of rolling window, the time-variation property of cross-correlations is also revealed.
Multifractal detrended cross-correlation analysis in the MENA area
NASA Astrophysics Data System (ADS)
El Alaoui, Marwane; Benbachir, Saâd
2013-12-01
In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.
Long-range cross-correlation between urban impervious surfaces and land surface temperatures
NASA Astrophysics Data System (ADS)
Nie, Qin; Xu, Jianhua; Man, Wang
2016-03-01
The thermal effect of urban impervious surfaces (UIS) is a complex problem. It is thus necessary to study the relationship between UIS and land surface temperatures (LST) using complexity science theory and methods. This paper investigates the long-range cross-correlation between UIS and LST with detrended cross-correlation analysis and multifractal detrended cross-correlation analysis, utilizing data from downtown Shanghai, China. UIS estimates were obtained from linear spectral mixture analysis, and LST was retrieved through application of the mono-window algorithm, using Landsat Thematic Mapper and Enhanced Thematic Mapper Plus data for 1997-2010. These results highlight a positive long-range cross-correlation between UIS and LST across People's Square in Shanghai. LST has a long memory for a certain spatial range of UIS values, such that a large increment in UIS is likely to be followed by a large increment in LST. While the multifractal long-range cross-correlation between UIS and LST was observed over a longer time period in the W-E direction (2002-2010) than in the N-S (2007-2010), these observed correlations show a weakening during the study period as urbanization increased.
Cross-correlations between volume change and price change
Podobnik, Boris; Horvatic, Davor; Petersen, Alexander M.; Stanley, H. Eugene
2009-01-01
In finance, one usually deals not with prices but with growth rates R, defined as the difference in logarithm between two consecutive prices. Here we consider not the trading volume, but rather the volume growth rate R̃, the difference in logarithm between two consecutive values of trading volume. To this end, we use several methods to analyze the properties of volume changes |R̃|, and their relationship to price changes |R|. We analyze 14,981 daily recordings of the Standard and Poor's (S & P) 500 Index over the 59-year period 1950–2009, and find power-law cross-correlations between |R| and |R̃| by using detrended cross-correlation analysis (DCCA). We introduce a joint stochastic process that models these cross-correlations. Motivated by the relationship between |R| and |R̃|, we estimate the tail exponent α̃ of the probability density function P(|R̃|) ∼ |R̃|−1−α̃ for both the S & P 500 Index as well as the collection of 1819 constituents of the New York Stock Exchange Composite Index on 17 July 2009. As a new method to estimate α̃, we calculate the time intervals τq between events where R̃ > q. We demonstrate that τ̃q, the average of τq, obeys τ̃q ∼ qα̃. We find α̃ ≈ 3. Furthermore, by aggregating all τq values of 28 global financial indices, we also observe an approximate inverse cubic law. PMID:20018772
Estimating error cross-correlations in soil moisture data sets using extended collocation analysis
NASA Astrophysics Data System (ADS)
Gruber, A.; Su, C.-H.; Crow, W. T.; Zwieback, S.; Dorigo, W. A.; Wagner, W.
2016-02-01
Global soil moisture records are essential for studying the role of hydrologic processes within the larger earth system. Various studies have shown the benefit of assimilating satellite-based soil moisture data into water balance models or merging multisource soil moisture retrievals into a unified data set. However, this requires an appropriate parameterization of the error structures of the underlying data sets. While triple collocation (TC) analysis has been widely recognized as a powerful tool for estimating random error variances of coarse-resolution soil moisture data sets, the estimation of error cross covariances remains an unresolved challenge. Here we propose a method—referred to as extended collocation (EC) analysis—for estimating error cross-correlations by generalizing the TC method to an arbitrary number of data sets and relaxing the therein made assumption of zero error cross-correlation for certain data set combinations. A synthetic experiment shows that EC analysis is able to reliably recover true error cross-correlation levels. Applied to real soil moisture retrievals from Advanced Microwave Scanning Radiometer-EOS (AMSR-E) C-band and X-band observations together with advanced scatterometer (ASCAT) retrievals, modeled data from Global Land Data Assimilation System (GLDAS)-Noah and in situ measurements drawn from the International Soil Moisture Network, EC yields reasonable and strong nonzero error cross-correlations between the two AMSR-E products. Against expectation, nonzero error cross-correlations are also found between ASCAT and AMSR-E. We conclude that the proposed EC method represents an important step toward a fully parameterized error covariance matrix for coarse-resolution soil moisture data sets, which is vital for any rigorous data assimilation framework or data merging scheme.
Cross-Correlations in Quasar Radio Emission
NASA Astrophysics Data System (ADS)
Nefedyev, Yuri; Panischev, Oleg; Demin, Sergey
The main factors forming the complex evolution of the accretive astrophysical systems are nonlinearity, intermittency, nonstationarity and also collective phenomena. To discover the dynamic processes in these objects and to detain understanding their properties we need to use all the applicable analyzing methods. Here we use the Flicker-Noise Spectroscopy (FNS) as a phenomenological approach to analyzing and parameterizing the auto- and cross-correlations in time series of astrophysical objects dynamics. As an example we consider the quasar flux radio spectral density at frequencies 2.7 GHz and 8.1 GHz. Data have been observed by Dr. N. Tanizuka (Laboratory for Complex Systems Analysis, Osaka Prefecture University) in a period of 1979 to 1988 (3 309 days). According to mental habits quasar is a very energetic and distant active galactic nucleus containing a supermassive black hole by size 10-10,000 times the Schwarzschild radius. The quasar is powered by an accretion disc around the black hole. The accretion disc material layers, moving around the black hole, are under the influence of gravitational and frictional forces. It results in raising the high temperature and arising the resonant and collective phenomena reflected in quasar emission dynamics. Radio emission dynamics of the quasar 0215p015 is characterized by three quasi-periodic processes, which are prevalent in considering dynamics. By contrast the 1641p399's emission dynamics have not any distinguish processes. It means the presence of high intermittency in accretive modes. The second difference moment allows comparing the degree of manifesting of resonant and chaotic components in initial time series of the quasar radio emission. The comparative analysis shows the dominating of chaotic part of 1641p399's dynamics whereas the radio emission of 0215p015 has the predominance of resonant component. Analyzing the collective features of the quasar radio emission intensity demonstrates the significant
NASA Astrophysics Data System (ADS)
Bakirci, Taciser; Kaslilar, Ayse; Kocaoglu, Argun
2014-05-01
Records of ambient seismic noise (ASN) field are widely used to obtain seismic velocity structures at both engineering and global scales. Two well-known methods commonly employed to obtain shear-wave velocity profiles, in engineering seismology, are the frequency-wavenumber (FK) transform and spatial auto-correlation (SPAC) methods that are based on the analysis of ASN field recorded by 2D sensor arrays. At global scale on the other hand, seismic velocity structure is determined by the Green's function retrieved from cross-correlation of the ASN recorded between two seismic stations. In the last decade, this approach has become complementary or almost alternative to the conventional methods of surface wave tomography used to investigate the velocity structure of the crust and upper mantle. Similarly, in recent years, the Green's functions estimated from ASN have also been used to investigate the shear-wave velocity structure of basins and their site amplification properties. This work presents the Rayleigh wave Green's functions retrieved from the vertical-component ASN data recorded in the Bursa and Adana basins of Turkey. This constitutes the first stage of our research whose objective is to investigate whether velocity structures of these basins can reliably be obtained from tomographic inversion. The continuous data used in our study were recorded between 2010 and 2013 by the national seismic networks operated by Kandilli Observatory and Earthquake Research Institute (KOERI) of Bosphorus University and Earthquake Research Department (ERD) of Disaster and Emergency Management Presidency of Turkey. For both basins, distances between station pairs are in the range of 30-200 km. In this distance range, the Green's functions reveal Rayleigh waves with the periods of 6 to 30 s. Group velocity dispersion analysis carried out by the multiple filtering technique show that the group velocities are estimated to be in the range of 2.5-4.0 km/s. Observed variation of group
Multiscale Detrended Cross-Correlation Analysis of STOCK Markets
NASA Astrophysics Data System (ADS)
Yin, Yi; Shang, Pengjian
2014-06-01
In this paper, we employ the detrended cross-correlation analysis (DCCA) to investigate the cross-correlations between different stock markets. We report the results of cross-correlated behaviors in US, Chinese and European stock markets in period 1997-2012 by using DCCA method. The DCCA shows the cross-correlated behaviors of intra-regional and inter-regional stock markets in the short and long term which display the similarities and differences of cross-correlated behaviors simply and roughly and the persistence of cross-correlated behaviors of fluctuations. Then, because of the limitation and inapplicability of DCCA method, we propose multiscale detrended cross-correlation analysis (MSDCCA) method to avoid "a priori" selecting the ranges of scales over which two coefficients of the classical DCCA method are identified, and employ MSDCCA to reanalyze these cross-correlations to exhibit some important details such as the existence and position of minimum, maximum and bimodal distribution which are lost if the scale structure is described by two coefficients only and essential differences and similarities in the scale structures of cross-correlation of intra-regional and inter-regional markets. More statistical characteristics of cross-correlation obtained by MSDCCA method help us to understand how two different stock markets influence each other and to analyze the influence from thus two inter-regional markets on the cross-correlation in detail, thus we get a richer and more detailed knowledge of the complex evolutions of dynamics of the cross-correlations between stock markets. The application of MSDCCA is important to promote our understanding of the internal mechanisms and structures of financial markets and helps to forecast the stock indices based on our current results demonstrated the cross-correlations between stock indices. We also discuss the MSDCCA methods of secant rolling window with different sizes and, lastly, provide some relevant implications and
Robust Statistical Detection of Power-Law Cross-Correlation
NASA Astrophysics Data System (ADS)
Blythe, Duncan A. J.; Nikulin, Vadim V.; Müller, Klaus-Robert
2016-06-01
We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram.
Extraction of low frequency signals from cross-correlations of the infrasonic ambient noise
NASA Astrophysics Data System (ADS)
Landès, Matthieu; Shapiro, Nikolaï; Le Pichon, Alexis
2015-04-01
Cross-correlation of ambient noise are widely used in seismology for imaging and monitoring purposes. The underlying result is the possibility to extract the Green Function between two locations on the Earth by correlating the noise recorded at these two points during long period of time. However, the applicability of this approach in atmospheric infrasound is not yet well established. We present cross-correlations of the infrasonic dataset of the USArray for the year 2012 filtered between 3 and 330 seconds. All cross-correlations were computed daily with a moving window of 3 hours. Only the amplitude normalization has been applied. We observe clear signals on the stacked cross-correlations for inter-station distances smaller than 400 km. The dominant period of this signal is around 60-100 s and its propagation velocity is approximately 320 m/s. We then use the daily cross-correlations to get information on the location of corresponding noise sources. Daily cross-correlations are asymmetric and show seasonal variations. These observations are due to the inhomogeneous noise sources distribution that can be inferred from a beamforming analysis. Our results show the seasonal variations of the back-azimuth of dominant infrasound noise sources generating this low frequency signal. This is a new opportunity to characterize the composition of the infrasonic ambient noise and to promote the application of passive approaches in atmospheric infrasound.
Multifractal cross-correlation analysis in electricity spot market
NASA Astrophysics Data System (ADS)
Fan, Qingju; Li, Dan
2015-07-01
In this paper, we investigate the multiscale cross-correlations between electricity price and trading volume in Czech market based on a newly developed algorithm, called Multifractal Cross-Correlation Analysis (MFCCA). The new algorithm is a natural multifractal generalization of the Detrended Cross-Correlation Analysis (DCCA), and is sensitive to cross-correlation structure and free from limitations of other algorithms. By considering the original sign of the cross-covariance, it allows us to properly quantify and detect the subtle characteristics of two simultaneous recorded time series. First, the multifractality and the long range anti-persistent auto-correlations of price return and trading volume variation are confirmed using Multifractal Detrended Fluctuation Analysis (MF-DFA). Furthermore, we show that there exist long-range anti-persistent cross-correlations between price return and trading volume variation by MFCCA. And we also identify that the cross-correlations disappear on the level of relative small fluctuations. In order to obtain deeper insight into the dynamics of the electricity market, we analyze the relation between generalized Hurst exponent and the multifractal cross-correlation scaling exponent λq. We find that the difference between the generalized Hurst exponent and the multifractal cross-correlation scaling exponent is significantly different for smaller fluctuation, which indicates that the multifractal character of cross-correlations resembles more each other for electricity price and trading volume on the level of large fluctuations and weakens for the smaller ones.
Multifractal cross-correlation spectra analysis on Chinese stock markets
NASA Astrophysics Data System (ADS)
Zhao, Xiaojun; Shang, Pengjian; Shi, Wenbin
2014-05-01
In this paper, the long-range cross-correlation of Chinese stock indices is systematically studied. The multifractal detrended cross-correlation analysis (MF-DXA) appears to be one of the most effective methods in detecting long-range cross-correlation of two non-stationary variables. The Legendre spectrum and the large deviations spectrum are extended to the cross-correlation case, so as to present multifractal structure of stock return and volatility series. It is characterized of the multifractality in Chinese stock markets, partly due to clusters of local detrended covariance with large and small magnitudes.
Microseism source direction from noise cross-correlation
NASA Astrophysics Data System (ADS)
Chen, Zhao; Gerstoft, Peter; Bromirski, Peter D.
2016-05-01
Inhomogeneous noise sources surrounding stations produce asymmetric amplitudes in cross-correlation functions that yield preferential source directions. Here we show that preprocessing biases the dominant source direction estimate towards the source producing long-duration signals by down-weighting high-amplitude signals. Tests with both synthetic data and observations show that conventional preprocessing, where only earthquakes and local transients (e.g. trawling, fish impacts) are removed, is more sensitive to coherent energy, while one-bit preprocessing and running-absolute-mean preprocessing are more influenced by signal duration. Comparisons between different preprocessing methods are made on data from the Cascadia Initiative ocean bottom seismometer array, where we find that the total energy arriving from pelagic and coastal areas is similar. Moreover, pelagic-generated signals tend to be weaker but have longer duration, in contrast to coastal-generated signals that tend to be stronger but have shorter duration.
Bringing the cross-correlation method up to date
NASA Technical Reports Server (NTRS)
Statler, Thomas
1995-01-01
The cross-correlation (XC) method of Tonry & Davis (1979, AJ, 84, 1511) is generalized to arbitrary parametrized line profiles. In the new algorithm the correlation function itself, rather than the observed galaxy spectrum, is fitted by the model line profile: this removes much of the complication in the error analysis caused by template mismatch. Like the Fourier correlation quotient (FCQ) method of Bender (1990, A&A, 229, 441), the inferred line profiles are, up to a normalization constant, independent of template mismatch as long as there are no blended lines. The standard reduced chi(exp 2) is a good measure of the fit of the inferred velocity distribution, largely decoupled from the fit of the spectral template. The updated XC method performs as well as other recently developed methods, with the added virtue of conceptual simplicity.
Microseism Source Direction from Noise Cross-correlation
NASA Astrophysics Data System (ADS)
Chen, Zhao; Gerstoft, Peter; Bromirski, Peter D.
2016-02-01
Inhomogeneous noise sources surrounding stations produce asymmetric amplitudes in cross-correlation functions that yield preferential source directions. Here we show that preprocessing biases the dominant source direction estimate towards the source producing long-duration signals by down-weighting high-amplitude signals. Tests with both synthetic data and observations show that conventional preprocessing, where only earthquakes and local transients (e.g. trawling, fish impacts) are removed, is more sensitive to coherent energy, while one-bit preprocessing and running-absolute-mean (RAM) preprocessing are more influenced by signal duration. Comparisons between different preprocessing methods are made on data from the Cascadia Initiative (CI) ocean bottom seismometer (OBS) array, where we find that the total energy arriving from pelagic and coastal areas is similar. Moreover, pelagic-generated signals tend to be weaker but have longer duration, in contrast to coastal-generated signals that tend to be stronger but have shorter duration.
Cross-correlations of ambient noise recorded by accelerometers.
NASA Astrophysics Data System (ADS)
Rábade García, S. E.; Ramirez-Guzman, L.
2014-12-01
We investigate the ambient noise cross-correlations obtained by using properly corrected accelerometric recordings, and determine velocity structure in central Mexico based on a dispersion analysis. The data used comprise ten months of continuous recordings - from April 2013 to January 2014 - of ambient seismic noise at stations operated by the National Seismological Service of Mexico and the Engineering Strong Ground Motion Network of the National Autonomous University of Mexico (UNAM). The vertical component of ambient noise was base-line corrected, filtered, and properly integrated before extracting Green's functions (GF), which were compared successfully against GF obtained using recordings from broadband velocity sensors. In order to obtain dispersion curves, we estimated group and phase velocities applying the FTAN analysis technique and obtained s-wave velocity profiles at selected regions. We conclude and highlight that the use of widely deployed accelerographs to conduct regional studies using ambient noise tomography is feasible
(abstract) Cross with Your Spectra? Cross-Correlate Instead!
NASA Technical Reports Server (NTRS)
Beer, Reinhard
1994-01-01
The use of cross-correlation for certain types of spectral analysis is discussed. Under certain circumstances, the use of cross-correlation between a real spectrum and either a model or another spectrum can provide a very powerful tool for spectral analysis. The method (and its limitations) will be described with concrete examples using ATMOS data.
Cross-correlation-aided transport in stochastically driven accretion flows
NASA Astrophysics Data System (ADS)
Nath, Sujit Kumar; Chattopadhyay, Amit K.
2014-12-01
The origin of linear instability resulting in rotating sheared accretion flows has remained a controversial subject for a long time. While some explanations of such non-normal transient growth of disturbances in the Rayleigh stable limit were available for magnetized accretion flows, similar instabilities in the absence of magnetic perturbations remained unexplained. This dichotomy was resolved in two recent publications by Chattopadhyay and co-workers [Mukhopadhyay and Chattopadhyay, J. Phys. A 46, 035501 (2013), 10.1088/1751-8113/46/3/035501; Nath et al., Phys. Rev. E 88, 013010 (2013), 10.1103/PhysRevE.88.013010] where it was shown that such instabilities, especially for nonmagnetized accretion flows, were introduced through interaction of the inherent stochastic noise in the system (even a "cold" accretion flow at 3000 K is too "hot" in the statistical parlance and is capable of inducing strong thermal modes) with the underlying Taylor-Couette flow profiles. Both studies, however, excluded the additional energy influx (or efflux) that could result from nonzero cross correlation of a noise perturbing the velocity flow, say, with the noise that is driving the vorticity flow (or equivalently the magnetic field and magnetic vorticity flow dynamics). Through the introduction of such a time symmetry violating effect, in this article we show that nonzero noise cross correlations essentially renormalize the strength of temporal correlations. Apart from an overall boost in the energy rate (both for spatial and temporal correlations, and hence in the ensemble averaged energy spectra), this results in mutual competition in growth rates of affected variables often resulting in suppression of oscillating Alfven waves at small times while leading to faster saturations at relatively longer time scales. The effects are seen to be more pronounced with magnetic field fluxes where the noise cross correlation magnifies the strength of the field concerned. Another remarkable
Non-Stationary Effects and Cross Correlations in Solar Activity
NASA Astrophysics Data System (ADS)
Nefedyev, Yuri; Panischev, Oleg; Demin, Sergey
2016-07-01
In this paper within the framework of the Flicker-Noise Spectroscopy (FNS) we consider the dynamic properties of the solar activity by analyzing the Zurich sunspot numbers. As is well-known astrophysics objects are the non-stationary open systems, whose evolution are the quite individual and have the alternation effects. The main difference of FNS compared to other related methods is the separation of the original signal reflecting the dynamics of solar activity into three frequency bands: system-specific "resonances" and their interferential contributions at lower frequencies, chaotic "random walk" ("irregularity-jump") components at larger frequencies, and chaotic "irregularity-spike" (inertial) components in the highest frequency range. Specific parameters corresponding to each of the bands are introduced and calculated. These irregularities as well as specific resonance frequencies are considered as the information carriers on every hierarchical level of the evolution of a complex natural system with intermittent behavior, consecutive alternation of rapid chaotic changes in the values of dynamic variables on small time intervals with small variations of the values on longer time intervals ("laminar" phases). The jump and spike irregularities are described by power spectra and difference moments (transient structural functions) of the second order. FNS allows revealing the most crucial points of the solar activity dynamics by means of "spikiness" factor. It is shown that this variable behaves as the predictor of crucial changes of the sunspot number dynamics, particularly when the number comes up to maximum value. The change of averaging interval allows revealing the non-stationary effects depending by 11-year cycle and by inside processes in a cycle. To consider the cross correlations between the different variables of solar activity we use the Zurich sunspot numbers and the sequence of corona's radiation energy. The FNS-approach allows extracting the
Temporal cross-correlation asymmetry and departure from equilibrium in a bistable chemical system
NASA Astrophysics Data System (ADS)
Bianca, C.; Lemarchand, A.
2014-06-01
This paper aims at determining sustained reaction fluxes in a nonlinear chemical system driven in a nonequilibrium steady state. The method relies on the computation of cross-correlation functions for the internal fluctuations of chemical species concentrations. By employing Langevin-type equations, we derive approximate analytical formulas for the cross-correlation functions associated with nonlinear dynamics. Kinetic Monte Carlo simulations of the chemical master equation are performed in order to check the validity of the Langevin equations for a bistable chemical system. The two approaches are found in excellent agreement, except for critical parameter values where the bifurcation between monostability and bistability occurs. From the theoretical point of view, the results imply that the behavior of cross-correlation functions cannot be exploited to measure sustained reaction fluxes in a specific nonlinear system without the prior knowledge of the associated chemical mechanism and the rate constants.
Time reversal imaging and cross-correlations techniques by normal mode theory
NASA Astrophysics Data System (ADS)
Montagner, J.; Fink, M.; Capdeville, Y.; Phung, H.; Larmat, C.
2007-12-01
Time-reversal methods were successfully applied in the past to acoustic waves in many fields such as medical imaging, underwater acoustics, non destructive testing and recently to seismic waves in seismology for earthquake imaging. The increasing power of computers and numerical methods (such as spectral element methods) enables one to simulate more and more accurately the propagation of seismic waves in heterogeneous media and to develop new applications, in particular time reversal in the three-dimensional Earth. Generalizing the scalar approach of Draeger and Fink (1999), the theoretical understanding of time-reversal method can be addressed for the 3D- elastic Earth by using normal mode theory. It is shown how to relate time- reversal methods on one hand, with auto-correlation of seismograms for source imaging and on the other hand, with cross-correlation between receivers for structural imaging and retrieving Green function. The loss of information will be discussed. In the case of source imaging, automatic location in time and space of earthquakes and unknown sources is obtained by time reversal technique. In the case of big earthquakes such as the Sumatra-Andaman earthquake of december 2004, we were able to reconstruct the spatio-temporal history of the rupture. We present here some new applications at the global scale of these techniques on synthetic tests and on real data.
NASA Astrophysics Data System (ADS)
Sato, Haruo
2013-05-01
For imaging the earth structure, the cross-correlation function (CCF) of random waves as ambient noise or coda waves has been widely used for the estimation of the Green's function. We precisely study the condition for the Green's function retrieval in relation to the energy conservation for a single obstacle of arbitrary shape. When an obstacle is placed in a 2-D homogeneous medium, the Green's function is written by a double series expansion using Hankel functions of the first kind which represent outgoing waves. When two receivers and the scattering obstacle are illuminated by uncorrelated noise sources randomly and uniformly distributed on a closed circle of a large radius surrounding them, the lag-time derivative of the CCF of random waves at the two receivers can be written by a convolution of the antisymmetrized Green's function and the autocorrelation function of the noise source time function. We explicitly derive the constraint for the Hankel function expansion coefficients as the sufficient condition for the Green's function retrieval. We show that the constraint is equal to the generalized optical theorem derived from the energy conservation principle. Physical meaning of the generalized optical theorem becomes clear when the Hankel function expansion coefficients are transformed into scattering amplitudes in the framework of the conventional scattering theory. In the 3-D case, the Green's function is written by a double series expansion using spherical Hankel functions of the first kind and spherical harmonic functions. When two receivers and the scattering obstacle are illuminated by noise sources randomly and uniformly distributed on a closed spherical shell of a large radius surrounding them, we explicitly derive the constraint for the spherical Hankel function expansion coefficients for the Green's function retrieval and the energy conservation. We note that the derivation of the constraint does not assume that two receivers are in the far field of
Reprint of : Cross-correlations of coherent multiple Andreev reflections
NASA Astrophysics Data System (ADS)
Riwar, Roman-Pascal; Badiane, Driss M.; Houzet, Manuel; Meyer, Julia S.; Nazarov, Yuli V.
2016-08-01
We use the Landauer-Büttiker scattering theory for electronic transport to calculate the current cross-correlations in a voltage-biased three-terminal junction with all superconducting leads. At low bias voltage, when charge transport is due to coherent multiple Andreev reflections, we find large cross-correlations compared with their normal-state value. Furthermore, depending on the parameters that characterize the properties of the scattering region between the leads, the cross-correlations can reverse their sign with respect to the case of non-interacting fermionic systems.
Cross-correlation analysis of stock markets using EMD and EEMD
NASA Astrophysics Data System (ADS)
Xu, Mengjia; Shang, Pengjian; Lin, Aijing
2016-01-01
Empirical mode decomposition (EMD) is a data-driven signal analysis method for nonlinear and nonstationary data. Since it is intuitive, direct, posterior and adaptive, EMD is widely applied to various fields of study. In this paper, EMD and ensemble empirical mode decomposition (EEMD), a modified method of EMD, are applied to financial time series. Through analyzing the intrinsic mode functions (IMFs) of EMD and EEMD, we find EEMD method performs better on the orthogonality of IMFs than EMD. With clustering the ordered frequencies of IMFs, the IMFs obtained from EEMD method are grouped into high-, medium-, and low-frequency components, representing the short-, medium-, and long-term volatilities of the index sequences, respectively. With the cross-correlation analysis of DCCA cross-correlation coefficient, our findings allow us to gain further and detailed insight into the cross-correlations of stock markets.
Romodina, Maria N.; Khokhlova, Maria D.; Lyubin, Evgeny V.; Fedyanin, Andrey A.
2015-01-01
The effect of magnetic interactions on the Brownian motion of two magnetic microparticles is investigated. The cross-correlations of the thermal fluctuations of the two magnetic microbeads are directly measured using double-trap optical tweezers. It is experimentally demonstrated that the cross-correlation function is governed by the gradient of the magnetic force between the microparticles. The magnetic forces are measured with femtonewton precision, and the magnetic dipole moments of individual microparticles are determined within an accuracy on the order of fA-m2. PMID:26035153
Luminosity and Color Dependence in Galaxy Cross-Correlations since z = 1 in PRIMUS
NASA Astrophysics Data System (ADS)
Bray, Aaron; Blanton, M. R.; Coil, A. L.; Cool, R. J.; Eisenstein, D.; Moustakas, J.; Skibba, R. A.; Zhu, G.
2014-01-01
I present small-scale galaxy cross-correlation measurements from the PRIsm MUlti-object Survey (PRIMUS) as a function of color, luminosity, and redshift. We measure the real-space clustering of ~50,000 galaxies from PRIMUS, over a redshift range 0.2 < z < 1, by cross-correlating spectroscopic PRIMUS galaxies with a tracer population of galaxies selected from imaging catalogs. In agreement with previous work, we find strong clustering differences between blue and red galaxy populations. Our results indicate luminosity-dependent clustering, but this luminosity dependence further varies depending on color and physical scale. We interpret our results using a halo abundance model.
NASA Technical Reports Server (NTRS)
Lee, L. C.
1976-01-01
The cross correlation of the intensity fluctuations between different frequencies and finite bandwidth effects on the intensity correlations based on the Markov approximation were calculated. Results may be applied to quite general turbulence spectra for an extended turbulent medium. Calculations of the cross-correlation function and of finite bandwidth effects are explicitly carried out for both Gaussian and Kolmogorov turbulence spectra. The increases of the correlation scale of intensity fluctuations are different for these two spectra and the difference can be used to determine whether the interstellar turbulent medium has a Gaussian or a Kolmogorov spectrum.
Acoustic ship signature measurements by cross-correlation method.
Fillinger, Laurent; Sutin, Alexander; Sedunov, Alexander
2011-02-01
Cross-correlation methods were applied for the estimation of the power spectral density and modulation spectrum of underwater noise generated by moving vessels. The cross-correlation of the signal from two hydrophones allows the separation of vessel acoustic signatures in a busy estuary. Experimental data recorded in the Hudson River are used for demonstration that cross-correlation method measured the same ship noise and ship noise modulation spectra as conventional methods. The cross-correlation method was then applied for the separation of the acoustic signatures of two ships present simultaneously. Presented methods can be useful for ship traffic monitoring and small ship classification, even in noisy harbor environments. PMID:21361436
Microscopic realization of cross-correlated noise processes.
Shit, Anindita; Chattopadhyay, Sudip; Banik, Suman Kumar; Chaudhuri, Jyotipratim Ray
2010-06-01
We present a microscopic theory of cross-correlated noise processes, starting from a Hamiltonian system-reservoir description. In the proposed model, the system is nonlinearly coupled to a reservoir composed of harmonic oscillators, which in turn is driven by an external fluctuating force. We show that the resultant Langevin equation derived from the composite system (system+reservoir+external modulation) contains the essential features of cross-correlated noise processes. PMID:20590326
Forest Height Retrieval Algorithm Using a Complex Visibility Function Approach
NASA Astrophysics Data System (ADS)
Chu, T.; Zebker, H. A.
2011-12-01
reconstruct the vertical vegetated scene given a sufficient number of baseline pairs in the region. The phase and amplitude is measured by the interferometer as a function of frequency domain spatial coordinate system, it is known as the complex visibility function. The observed brightness distribution is directly the two-dimensional Fourier transform of the complex visibility function. The objective of this study is to demonstrate vegetation structure retrieval capabilities through computer simulations. We hope to apply this technique towards operation data of air-borne instruments such as UAVSAR and space-borne instruments such as ALOS and Terrasar-X.
Cross-correlation search for periodic gravitational waves
Dhurandhar, Sanjeev; Mukhopadhyay, Himan; Krishnan, Badri; Whelan, John T.
2008-04-15
In this paper we study the use of cross correlations between multiple gravitational wave (GW) data streams for detecting long-lived periodic signals. Cross-correlation searches between data from multiple detectors have traditionally been used to search for stochastic GW signals, but recently they have also been used in directed searches for periodic GWs. Here we further adapt the cross-correlation statistic for periodic GW searches by taking into account both the nonstationarity and the long-term-phase coherence of the signal. We study the statistical properties and sensitivity of this search and its relation to existing periodic wave searches, and describe the precise way in which the cross-correlation statistic interpolates between semicoherent and fully coherent methods. Depending on the maximum duration over which we wish to preserve phase coherence, the cross-correlation statistic can be tuned to go from a standard cross-correlation statistic using data from distinct detectors, to the semicoherent time-frequency methods with increasing coherent time baselines, and all the way to a full coherent search. This leads to a unified framework for studying periodic wave searches and can be used to make informed trade-offs between computational cost, sensitivity, and robustness against signal uncertainties.
Robust Statistical Detection of Power-Law Cross-Correlation
Blythe, Duncan A. J.; Nikulin, Vadim V.; Müller, Klaus-Robert
2016-01-01
We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram. PMID:27250630
Robust Statistical Detection of Power-Law Cross-Correlation.
Blythe, Duncan A J; Nikulin, Vadim V; Müller, Klaus-Robert
2016-01-01
We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram. PMID:27250630
Cross correlation and length scales in turbulent flows near surfaces
NASA Technical Reports Server (NTRS)
Hunt, J. C. R.; Moin, P.; Lee, M.; Moser, R. D.; Spalart, P.; Mansour, N. N.; Kaimal, J. C.; Gaynor, E.
1989-01-01
Two kinds of length scales are used in turbulent flows; 'functional length scales' such as mixing length, dissipation length L(sub epsilon), etc., and 'flow-field length scales' derived from cross correlations of velocity, pressure, etc. in the flow. Some connection between these scales are derived here. We first consider the cross correlation R(sub vv)(y,y(sub 1)) of the normal components u at two heights y, y(sub 1) above a rigid surface, normalized by the velocity y(sub 1) (greater than y). For shear-free boundary layers it is found theoretically, and in field and numerical experiments that R(sub vv) approximately equals y/y(sub 1). For shear layers it is also found that R(sub vv) approximately equals f(y/y(sub 1)) less than or equal to y,y(sub 1). This function f differs slightly between low Reynolds number numerical simulations and field experiments. The lateral structure defined by R(sub vv)(y,r(sub 3); y(sub 1),0) is also self similar and shows that the eddies centered at about y(sub 1) appear to have constant lateral width a(sub 3) above and below y(sub 1), where a(sub 3, sup +) approximately equals 7+1/(1.4dU(sup +)/dy(sup +)), when normalized on u(sub *) and v, where U is the mean velocity. Results for L(sub epsilon, sup -1) from direct numerical simulation are found to compare well with the formula L(sub epsilon, sup -1) = A(sub B)/y + A(sub S)dU/dy/v, for unidirectional and reversing turbulent boundary layers and channel flow, except near where dU/dy approximately equals 0. The conclusion is that the large-scale eddy structure and length scales in these flows are determined by a combination of shear and blocking, and that the vertical component of turbulence has a self-similar structure in both kinds of boundary layer.
Global tomography from ambient seismic noise cross-correlation
NASA Astrophysics Data System (ADS)
Haned, A.; Stutzmann, E.; Yelles-Chaouche, A.; Schimmel, M.; Kiselev, A. A.
2013-12-01
Ambient seismic noise is generated in the ocean and recorded worldwide. In order to extract Green function between stations from seismic noise records, we consider the analytical signal and compute the phase correlation to to extract phase coherent signals which after stacking build up the empirical Green function. The ambient noise phase cross-correlations are stacked using the time-frequency domain phase weighted stack (Schimmel et al. 2011). This method is applied to noise data in the period band 30 to 250sec. A bootstrap approach is used to measure group velocity between pairs of stations and to estimate the corresponding error. We show that it is necessary to stack 2 years of data in order to determine reliable group velocity measurements. It is observed by analyzing the convergence that less data are required to extract reliable group velocities at short period than at long periods. This data processing is applied to 150 stations of the global networks GEOSCOPE and GSN. Global maps of group velocities and the corresponding errors are then estimated and inverted to obtain the 3D S-wave model. CRUST2.0 model is used and the S-wave model below the crust is determined using a simulated annealing method in which the number of splines that describes the model is adapted within the inversion. This model is the first global S-wave velocity model derived from seismic noise recordings in the wide period band 30-250sec.
Cross-Correlation: An fMRI Signal-Processing Strategy
Hyde, James S.; Jesmanowicz, Andrzej
2011-01-01
The discovery of functional MRI (fMRI), with the first papers appearing in 1992, gave rise to new categories of data that drove the development of new signal-processing strategies. Workers in the field were confronted with image time courses, which could be reshuffled to form pixel time courses. The waveform in an active pixel time-course was determined not only by the task sequence but also by the hemodynamic response function. Reference waveforms could be cross-correlated with pixel time courses to form an array of cross-correlation coefficients. From this array of numbers, colorized images could be created and overlaid on anatomical images. An early paper from the authors’ laboratory is extensively reviewed here (Bandettini et al. 1993. Magn. Reson. Med. 30:161–173). That work was carried out using the vocabulary of vector algebra. Cross-correlation methodology was central to the discovery of functional connectivity MRI (fcMRI) by Biswal et al. (1995. Magn. Reson. Med. 34:537–541). In this method, a whole volume time course of images is collected while the brain is nominally at rest and connectivity is studied by cross-correlation of pixel time courses. PMID:22051223
The use of synthetic master events for waveform cross correlation
NASA Astrophysics Data System (ADS)
Rozhkov, Mikhail; Bobrov, Dmitry; Kitov, Ivan
2013-04-01
It has been clearly demonstrated that waveform cross correlation substantially improves signal detection, phase association and event building. These processes are inherently related to the Comprehensive Nuclear-Test-Ban Treaty (CTBT) monitoring. The workhorse of cross correlation is the set of seismic master events (earthquakes or explosions) with high quality waveform templates recorded at array stations of the International Monitoring System (IMS). For the monitoring to be globally uniform, these master events have to be evenly distributed and their template waveforms should be representative and pure. However, global seismicity is characterized by a non-uniform distribution. Therefore, the master events selected from the Reviewed Event Bulletin (REB) produced by the International Data Centre (IDC) can be found in the areas constrained by the global seismicity. There are two principal possibilities to populate the globe with master events: to replicate real REB events or to build synthetic events. Here we compare the performance of these two approaches as applied to the aftershock sequence of the April 11, 2012 Sumatera earthquake. To compute synthetic waveforms, we use AK135 teleseismic velocity model and local CRUST-2 models for source and receiver, and four different source functions representing three different source mechanisms for earthquakes and one for explosion. The synthetic modeling is performed for teleseismic events and based on the stationary phase approximation to a wave equation solution developed by J. Hudson. The grid covering the aftershock area consists of 16 points. For each grid point, we find detections associated with real, replicated, and four versions of synthetic master events at seven IMS array stations, and then build event hypothesis using the Local Association (LA) procedure based on the clustering of origin times as estimated by back projection of the relevant arrival times with known master/station travel times. Then all
Stationary-phase integrals in the cross correlation of ambient noise
NASA Astrophysics Data System (ADS)
Boschi, Lapo; Weemstra, Cornelis
2015-06-01
The cross correlation of ambient signal allows seismologists to collect data even in the absence of seismic events. "Seismic interferometry" shows that the cross correlation of simultaneous recordings of a random wavefield made at two locations is formally related to the impulse response between those locations. This idea has found many applications in seismology, as a growing number of dense seismic networks become available: cross-correlating long seismic records, the Green's function between instrument pairs is "reconstructed" and used, just like the seismic recording of an explosion, in tomography, monitoring, etc. These applications have been accompanied by theoretical investigations of the relationship between noise cross correlation and the Green's function; numerous formulations of "ambient noise" theory have emerged, each based on different hypotheses and/or analytical approaches. The purpose of this study is to present most of those approaches together, providing a comprehensive overview of the theory. Understanding the specific hypotheses behind each Green's function recipe is critical to its correct application. Hoping to guide nonspecialists who approach ambient noise theory for the first time, we treat the simplest formulation (the stationary-phase approximation applied to smooth unbounded media) in detail. We then move on to more general treatments, illustrating that the "stationary-phase" and "reciprocity theorem" approaches lead to the same formulae when applied to the same scenario. We show that a formal cross correlation/Green's function relationship can be found in complex, bounded media and for nonuniform source distributions. We finally provide the bases for understanding how the Green's function is reconstructed in the presence of scattering obstacles.
Exploring the distant universe with cross-correlation statistics
NASA Astrophysics Data System (ADS)
Matthews, Daniel J.
Future cosmological surveys will require distance information for an extremely large number of galaxies in order to gain insight into the structure and history of our Universe. Current methods of obtaining accurate distance information such as measuring the redshifts of galaxies via spectroscopy are not feasible for such enormous datasets, mainly due to the long exposure times required. Photometric redshifts, where the redshift is measured using broadband imaging through only a few Filters, are a promising avenue of study, although there are inherent limitations to this method making them less understood than spectroscopic redshifts. Understanding these limitations and improving the calibration of photometric redshifts will be very important for future cosmological measurements. This thesis presents tests of a new technique for calibrating photometric redshifts that exploits the clustering of galaxies due to gravitational interaction. This cross-correlation technique uses the measured spatial clustering on the sky of a photometric sample that has only imaging information, with a spectroscopic sample that has secure and accurate redshifts. These tests shows that measurements of this clustering as a function of redshift can be used to accurately reconstruct the true redshift distribution of the photometric sample. In addition, this thesis shows how similar clustering measurements can be used to constrain the contamination of a high redshift candidate sample by low redshift interlopers. Finally it describes a new catalog that combines spectroscopic redshifts and deep photometry that can be used as a testbed for future photo-z studies.
Estimation of the Mean Free Path using Cross-Correlations in the Seismic Coda
NASA Astrophysics Data System (ADS)
Clerc, V.; Roux, P.; Campillo, M.; Maynard, R.; Chaput, J. A.
2014-12-01
We present recent results concerning the extraction of Green's functions from coda waves. Campillo and Paul 2003 used earthquakes codas and found that the causal and anticausal parts of the cross-correlation are asymmetrical for some stations, depending on the earthquake source region. The lapse time in the coda window is a key parameter to understand causal to anticausal amplitude ratio. We show that this ratio result from the competition between the source signature (non-symmetric cross-correlations when the distribution of sources is non-isotropic around the receivers) and the scattering processes which tend to restore the time symmetry of the correlations. The theoretical analysis is derived from wave propagation theory for single scattering and multiple scattering as initiated by Roux 2005. We propose to use the temporal evolution of cross-correlation function amplitude in coda waves to estimate the value of the mean free path in the propagation medium. The equipartition of the energy is clearly observed in the numerical simulations conducted in a two-dimensional acoustic medium. The cross-correlations between the distinct time windows in synthetic coda records at two points are measured for a set of events for which we obtain a good estimate of the medium mean free path. We perform the same analysis on a set of icequakes recorded at Mount Erebus. The correlations averaged over sources and time exhibit a temporal evolution that obeys to convergence patterns similar to those observed in numerical studies.
A proposal of fuzzy connective with learning function and its application to fuzzy retrieval system
NASA Technical Reports Server (NTRS)
Hayashi, Isao; Naito, Eiichi; Ozawa, Jun; Wakami, Noboru
1993-01-01
A new fuzzy connective and a structure of network constructed by fuzzy connectives are proposed to overcome a drawback of conventional fuzzy retrieval systems. This network represents a retrieval query and the fuzzy connectives in networks have a learning function to adjust its parameters by data from a database and outputs of a user. The fuzzy retrieval systems employing this network are also constructed. Users can retrieve results even with a query whose attributes do not exist in a database schema and can get satisfactory results for variety of thinkings by learning function.
Magnified Weak Lensing Cross Correlation Tomography
Ulmer, Melville P., Clowe, Douglas I.
2010-11-30
nights on 4-m class telescopes, which gives concrete evidence of strong community support for this project. The WLT technique is based on the dependence of the gravitational shear signal on the angular diameter distances between the observer, the lens, and the lensed galaxy to measure cosmological parameters. By taking the ratio of measured shears of galaxies with different redshifts around the same lens, one obtains a measurement of the ratios of the angular diameter distances involved. Making these observations over a large range of lenses and background galaxy redshifts will measure the history of the expansion rate of the universe. Because this is a purely geometric measurement, it is insensitive to any form of evolution of objects or the necessity to understand the physics in the early universe. Thus, WLT was identified by the Dark Energy Task Force as perhaps the best method to measure the evolution of DE. To date, however, the conjecture of the DETF has not been experimentally verified, but will be by the proposed project. The primary reason for the lack of tomography measurements is that one must have an exceptional data-set to attempt the measurement. One needs both extremely good seeing (or space observations) in order to minimize the point spread function smearing corrections on weak lensing shear measurements and deep, multi-color data, from B to z, to measure reliable photometric redshifts of the background galaxies being lensed (which are typically too faint to obtain spectroscopic redshifts). Because the entire process from multi-drizzling the HST images, and then creating shear maps, to gathering the necessary ground based observations, to generating photo-zs and then carrying out the tomography is a complicated task, until the creation of our team, nobody has taken the time to connect all the levels of expertise necessary to carry out this project based on HST archival data. Our data are being used in 2 Ph.D. theses. Kellen Murphy, at Ohio University, is
Annotation and retrieval system of CAD models based on functional semantics
NASA Astrophysics Data System (ADS)
Wang, Zhansong; Tian, Ling; Duan, Wenrui
2014-11-01
CAD model retrieval based on functional semantics is more significant than content-based 3D model retrieval during the mechanical conceptual design phase. However, relevant research is still not fully discussed. Therefore, a functional semantic-based CAD model annotation and retrieval method is proposed to support mechanical conceptual design and design reuse, inspire designer creativity through existing CAD models, shorten design cycle, and reduce costs. Firstly, the CAD model functional semantic ontology is constructed to formally represent the functional semantics of CAD models and describe the mechanical conceptual design space comprehensively and consistently. Secondly, an approach to represent CAD models as attributed adjacency graphs(AAG) is proposed. In this method, the geometry and topology data are extracted from STEP models. On the basis of AAG, the functional semantics of CAD models are annotated semi-automatically by matching CAD models that contain the partial features of which functional semantics have been annotated manually, thereby constructing CAD Model Repository that supports model retrieval based on functional semantics. Thirdly, a CAD model retrieval algorithm that supports multi-function extended retrieval is proposed to explore more potential creative design knowledge in the semantic level. Finally, a prototype system, called Functional Semantic-based CAD Model Annotation and Retrieval System(FSMARS), is implemented. A case demonstrates that FSMARS can successfully botain multiple potential CAD models that conform to the desired function. The proposed research addresses actual needs and presents a new way to acquire CAD models in the mechanical conceptual design phase.
Nadel, Lynn; Campbell, Jenna; Ryan, Lee
2007-01-01
Multiple trace theory (MTT) predicts that hippocampal memory traces expand and strengthen as a function of repeated memory retrievals. We tested this hypothesis utilizing fMRI, comparing the effect of memory retrieval versus the mere passage of time on hippocampal activation. While undergoing fMRI scanning, participants retrieved remote autobiographical memories that had been previously retrieved either one month earlier, two days earlier, or multiple times during the preceding month. Behavioral analyses revealed that the number and consistency of memory details retrieved increased with multiple retrievals but not with the passage of time. While all three retrieval conditions activated a similar set of brain regions normally associated with autobiographical memory retrieval including medial temporal lobe structures, hippocampal activation did not change as a function of either multiple retrievals or the passage of time. However, activation in other brain regions, including the precuneus, lateral prefrontal cortex, parietal cortex, lateral temporal lobe, and perirhinal cortex increased after multiple retrievals, but was not influenced by the passage of time. These results have important implications for existing theories of long-term memory consolidation. PMID:18274617
Dynamics of cross-correlations in the stock market
NASA Astrophysics Data System (ADS)
Rosenow, Bernd; Gopikrishnan, Parameswaran; Plerou, Vasiliki; Eugene Stanley, H.
2003-06-01
Co-movements of stock price fluctuations are described by the cross-correlation matrix C. The application of random matrix theory (RMT) allows to distinguish between spurious correlations in C due to measurement noise and true correlations containing economically meaningful information. By calculating cross-correlations for different time windows, we study the time dependence of eigenvectors of C, which are related to economic sectors, and the time evolution of the largest eigenvalue, which describes the average correlation strength. We use these results to forecast cross-correlations, and test the quality of our forecast by constructing investments in the stock market which expose the invested capital to a minimum level of risk only.
NASA Astrophysics Data System (ADS)
Ku, C. S.; You, S. H.; Kuo, Y. T.; Huang, B. S.; Wu, Y. M.; Chen, Y. G.; Taylor, F. W.
2015-12-01
A MW 8.1 earthquake occurred on 1 April 2007 in the western Solomon Islands. Following this event, a damaging tsunami was induced and hit the Island Gizo where the capital city of Western Province of Solomon Islands located. Several buildings of this city were destroyed and several peoples lost their lives during this earthquake. However, during this earthquake, no near source seismic instrument has been installed in this region. The seismic evaluations for the aftershock sequence, the possible earthquake early warning and tsunami warning were unavailable. For the purpose of knowing more detailed information about seismic activity in this region, we have installed 9 seismic stations (with Trillium 120PA broadband seismometer and Q330S 24bit digitizer) around the rupture zone of the 2007 earthquake since September of 2009. Within a decade, it has been demonstrated both theoretically and experimentally that the Green's function or impulse response between two seismic stations can be retrieved from the cross-correlation of ambient noise. In this study, 6 stations' observations which are more complete during 2011/10 ~ 2012/12 period, were selected for the purpose of the cross-correlation analysis of ambient seismic noise. The group velocities at period 2-20 seconds of 15 station-pairs were extracted by using multiple filter technique (MFT) method. The analyzed results of this study presented significant results of group velocities with higher frequency contents than other studies (20-60 seconds in usually cases) and opened new opportunities to study the shallow crustal structure of the western Solomon Islands.
NASA Astrophysics Data System (ADS)
Schroer, M. A.; Gutt, C.; Grübel, G.
2014-07-01
Recently the analysis of scattering patterns by angular cross-correlation analysis (CCA) was introduced to reveal the orientational order in disordered samples with special focus to future applications on x-ray free-electron laser facilities. We apply this CCA approach to ultra-small-angle light-scattering data obtained from two-dimensional monolayers of microspheres. The films were studied in addition by optical microscopy. This combined approach allows to calculate the cross-correlations of the scattering patterns, characterized by the orientational correlation function Ψl(q), as well as to obtain the real-space structure of the monolayers. We show that CCA is sensitive to the orientational order of monolayers formed by the microspheres which are not directly visible from the scattering patterns. By mixing microspheres of different radii the sizes of ordered monolayer domains is reduced. For these samples it is shown that Ψl(q) quantitatively describes the degree of hexagonal order of the two-dimensional films. The experimental CCA results are compared with calculations based on the microscopy images. Both techniques show qualitatively similar features. Differences can be attributed to the wave-front distortion of the laser beam in the experiment. This effect is discussed by investigating the effect of different wave fronts on the cross-correlation analysis results. The so-determined characteristics of the cross-correlation analysis will be also relevant for future x-ray-based studies.
NASA Astrophysics Data System (ADS)
Chen, Zhi; Hu, Kun; Stanley, H. Eugene; Novak, Vera; Ivanov, Plamen Ch.
2006-03-01
We investigate the relationship between the blood flow velocities (BFV) in the middle cerebral arteries and beat-to-beat blood pressure (BP) recorded from a finger in healthy and post-stroke subjects during the quasisteady state after perturbation for four different physiologic conditions: supine rest, head-up tilt, hyperventilation, and CO2 rebreathing in upright position. To evaluate whether instantaneous BP changes in the steady state are coupled with instantaneous changes in the BFV, we compare dynamical patterns in the instantaneous phases of these signals, obtained from the Hilbert transform, as a function of time. We find that in post-stroke subjects the instantaneous phase increments of BP and BFV exhibit well-pronounced patterns that remain stable in time for all four physiologic conditions, while in healthy subjects these patterns are different, less pronounced, and more variable. We propose an approach based on the cross-correlation of the instantaneous phase increments to quantify the coupling between BP and BFV signals. We find that the maximum correlation strength is different for the two groups and for the different conditions. For healthy subjects the amplitude of the cross-correlation between the instantaneous phase increments of BP and BFV is small and attenuates within 3-5 heartbeats. In contrast, for post-stroke subjects, this amplitude is significantly larger and cross-correlations persist up to 20 heartbeats. Further, we show that the instantaneous phase increments of BP and BFV are cross-correlated even within a single heartbeat cycle. We compare the results of our approach with three complementary methods: direct BP-BFV cross-correlation, transfer function analysis, and phase synchronization analysis. Our findings provide insight into the mechanism of cerebral vascular control in healthy subjects, suggesting that this control mechanism may involve rapid adjustments (within a heartbeat) of the cerebral vessels, so that BFV remains steady in
Optical cross-correlator based on supercontinuum generation
Filip, Catalin V.; Toth, Csaba; Leemans, Wim P.
2006-03-20
A novel cross-correlator that can be used for temporal characterization of femtosecond laser pulses has been developed. The correlation trace is obtained by ''sampling'' the structure of the laser pulse with a single, high-contrast pulse produced through femtosecond white-light generation in a line focus. This correlator has, therefore, fewer ''ghosts'' than a conventional third-order cross-correlator and it can be used with laser pulses that span across a wide wavelength range. Both scanning and single-shot experimental arrangements are described.
Weak lensing corrections to tSZ-lensing cross correlation
NASA Astrophysics Data System (ADS)
Tröster, Tilman; Van Waerbeke, Ludovic
2014-11-01
The cross correlation between the thermal Sunyaev-Zeldovich (tSZ) effect and gravitational lensing in wide field has recently been measured. It can be used to probe the distribution of the diffuse gas in large scale structure, as well as inform us about the missing baryons. As for any lensing-based quantity, higher order lensing effects can potentially affect the signal. Here, we extend previous higher order lensing calculations to the case of tSZ-lensing cross correlations. We derive terms analogous to corrections due to the Born approximation, lens-lens coupling, and reduced shear up to order l gtrsim 3000.
Polarization-assisted WMAP-NVSS Cross Correlation
Liu, G.-C.
2008-10-10
Cross-correlation of Cosmic Microwave Background (CMB) and large scale structure survey is one of the powerful tools for constraining the nature of dark energy through the so-called Integrated Sachs-Wolfe effect. However, CMB from higher redshift is the dominated noise of this effect. Here, we present the CMB polarization-assisted method to suppress this noise. We apply this method to cross-correlation of the microwave sky observed by Wilkinson Microwave Anisotropy Probe (WMAP) with the radio source catalog compiled by NRAO VLA Sky Survey (NVSS) to study the efficiency of the noise suppression. We find that the spurious correlation is reduced about 2-7%.
2012-01-01
Background In spite of numerous non-invasive examinations the “gold clinical standard” of cardiac output measurements is the invasive pulmonary artery catheterization by means of the Swan-Ganz catheter and the application of the thermodilution method to estimate the blood flow. The results obtained by means of thermodilution are sensitive to many physical and biological disturbances. The unreliability of this method amounts to 20-45% and depends on the given variant of the method. Therefore some other method, more accurate and resistant to disturbances, was looked for. This paper presents a new approach to cardiac output measurements, based on cross-correlation signal analysis. The goal of investigations was to verify experimentally the application of the cross-correlation method of cardiac output measurements. Results In 99.2% of the examined cases the extreme of the cross-correlation function was easy to be estimated by numerical algorithms. In 0,8% of the remaining cases (with a plateau region adjacent to the maximum point) numerical detection of the extreme was inaccurate. The typical unreliability of the investigated method amounted o 5.1% (9.8% in the worst case). Investigations performed on a physical model revealed that the unreliability of cardiac output measurements by means of the cross-correlation method is 3–5 times better than in the case of thermodilution. Conclusions The performed investigations and theoretical analysis have shown, that the cross-correlation method may be applied in cardiac output measurements. This kind of measurements seems to be more accurate and disturbance-resistant than clinically applied thermodilution. PMID:22607380
Atmospheric pollution measurement by optical cross correlation methods - A concept
NASA Technical Reports Server (NTRS)
Fisher, M. J.; Krause, F. R.
1971-01-01
Method combines standard spectroscopy with statistical cross correlation analysis of two narrow light beams for remote sensing to detect foreign matter of given particulate size and consistency. Method is applicable in studies of generation and motion of clouds, nuclear debris, ozone, and radiation belts.
Optical periodic code matching by single-shot broadband frequency-domain cross-correlation.
Chuntonov, Lev; Amitay, Zohar
2010-08-16
We introduce and experimentally demonstrate a simple and reliable optical technique for matching between two periodic numerical sequences based on optical single-shot measurement of their broadband cross-correlation function in the frequency domain. Each sequence is optically encoded into the shape of the different broadband femtosecond pulse using pulse-shaping techniques. The two corresponding shaped pulses are mixed in a nonlinear medium together with an additional (amplitude-shaped) narrowband pulse. The spectrum of the resulting four-wave mixing signal is measured to provide the cross-correlation function of the two encoded sequences. For identical sequences it is the auto-correlation function that is being measured, allowing also the identification of the sequence period. The high contrast achieved here between cross-correlation and auto-correlation functions allows to determine with a very high reliability whether the two encoded sequences are identical or not. The demonstrated technique might be employed in an optical implementation of CDMA communication protocol. PMID:20721163
Functions and requirements for 105-KE Basin sludge retrieval and packaging
Feigenbutz, L.V.
1994-12-16
Sludge, and the clouding due to sludge, interferes with basin operation and maintenance activities. This document defines the overall functions and requirements for sludge retrieval and packaging activities to be performed in the 105-KE Basin.
Wang, Fang
2016-06-01
In order to detect and quantify asymmetry of two time series, a novel cross-correlation coefficient is proposed based on recent asymmetric detrended cross-correlation analysis (A-DXA), which we called A-DXA coefficient. The A-DXA coefficient, as an important extension of DXA coefficient ρDXA, contains two directional asymmetric cross-correlated indexes, describing upwards and downwards asymmetric cross-correlations, respectively. By using the information of directional covariance function of two time series and directional variance function of each series itself instead of power-law between the covariance function and time scale, the proposed A-DXA coefficient can well detect asymmetry between the two series no matter whether the cross-correlation is significant or not. By means of the proposed A-DXA coefficient conducted over the asymmetry for California electricity market, we found that the asymmetry between the prices and loads is not significant for daily average data in 1999 yr market (before electricity crisis) but extremely significant for those in 2000 yr market (during the crisis). To further uncover the difference of asymmetry between the years 1999 and 2000, a modified H statistic (MH) and ΔMH statistic are proposed. One of the present contributions is that the high MH values calculated for hourly data exist in majority months in 2000 market. Another important conclusion is that the cross-correlation with downwards dominates over the whole 1999 yr in contrast to the cross-correlation with upwards dominates over the 2000 yr. PMID:27368774
NASA Astrophysics Data System (ADS)
Wang, Fang
2016-06-01
In order to detect and quantify asymmetry of two time series, a novel cross-correlation coefficient is proposed based on recent asymmetric detrended cross-correlation analysis (A-DXA), which we called A-DXA coefficient. The A-DXA coefficient, as an important extension of DXA coefficient ρ D X A , contains two directional asymmetric cross-correlated indexes, describing upwards and downwards asymmetric cross-correlations, respectively. By using the information of directional covariance function of two time series and directional variance function of each series itself instead of power-law between the covariance function and time scale, the proposed A-DXA coefficient can well detect asymmetry between the two series no matter whether the cross-correlation is significant or not. By means of the proposed A-DXA coefficient conducted over the asymmetry for California electricity market, we found that the asymmetry between the prices and loads is not significant for daily average data in 1999 yr market (before electricity crisis) but extremely significant for those in 2000 yr market (during the crisis). To further uncover the difference of asymmetry between the years 1999 and 2000, a modified H statistic (MH) and ΔMH statistic are proposed. One of the present contributions is that the high MH values calculated for hourly data exist in majority months in 2000 market. Another important conclusion is that the cross-correlation with downwards dominates over the whole 1999 yr in contrast to the cross-correlation with upwards dominates over the 2000 yr.
Cross-Correlation Asymmetries and Causal Relationships between Stock and Market Risk
Borysov, Stanislav S.; Balatsky, Alexander V.
2014-01-01
We study historical correlations and lead-lag relationships between individual stock risk (volatility of daily stock returns) and market risk (volatility of daily returns of a market-representative portfolio) in the US stock market. We consider the cross-correlation functions averaged over all stocks, using 71 stock prices from the Standard & Poor's 500 index for 1994–2013. We focus on the behavior of the cross-correlations at the times of financial crises with significant jumps of market volatility. The observed historical dynamics showed that the dependence between the risks was almost linear during the US stock market downturn of 2002 and after the US housing bubble in 2007, remaining at that level until 2013. Moreover, the averaged cross-correlation function often had an asymmetric shape with respect to zero lag in the periods of high correlation. We develop the analysis by the application of the linear response formalism to study underlying causal relations. The calculated response functions suggest the presence of characteristic regimes near financial crashes, when the volatility of an individual stock follows the market volatility and vice versa. PMID:25162697
Cross-correlation asymmetries and causal relationships between stock and market risk.
Borysov, Stanislav S; Balatsky, Alexander V
2014-01-01
We study historical correlations and lead-lag relationships between individual stock risk (volatility of daily stock returns) and market risk (volatility of daily returns of a market-representative portfolio) in the US stock market. We consider the cross-correlation functions averaged over all stocks, using 71 stock prices from the Standard & Poor's 500 index for 1994-2013. We focus on the behavior of the cross-correlations at the times of financial crises with significant jumps of market volatility. The observed historical dynamics showed that the dependence between the risks was almost linear during the US stock market downturn of 2002 and after the US housing bubble in 2007, remaining at that level until 2013. Moreover, the averaged cross-correlation function often had an asymmetric shape with respect to zero lag in the periods of high correlation. We develop the analysis by the application of the linear response formalism to study underlying causal relations. The calculated response functions suggest the presence of characteristic regimes near financial crashes, when the volatility of an individual stock follows the market volatility and vice versa. PMID:25162697
Yoritomo, John Y; Weaver, Richard L
2016-07-01
Inasmuch as ambient noise fields are often not fully diffuse the question arises as to how, or whether, noise cross-correlations converge to Green's function in practice. Well-known theoretical estimates suggest that the quality of convergence scales with the square root of the product of integration time and bandwidth. However, correlations from natural environments often show random features too large to be consistent with fluctuations from insufficient integration time. Here it is argued that empirical seismic correlations suffer in practice from spurious arrivals due to scatterers, and not from insufficient integration time. Estimates are sought for differences by considering a related problem consisting of waves from a finite density of point sources. The resulting cross-correlations are analyzed for their mean and variance. The mean is, as expected, Green's function with amplitude dependent on noise strength. The variance is found to have support for all times up to its maximum at the main arrival. The signal-to-noise ratio there scales with the square root of source density. Numerical simulations support the theoretical estimates. The result permits estimates of spurious arrivals' impact on identification of cross-correlations with Green's function and indicates that spurious arrivals may affect estimates of amplitudes, complicating efforts to infer attenuation. PMID:27475191
On the linearity of cross-correlation delay times
NASA Astrophysics Data System (ADS)
Mercerat, E. D.; Nolet, G.
2012-12-01
We investigate the question whether a P-wave delay time Δ T estimated by locating the maximum of the cross-correlation function between data d(t) and a predicted test function s(t): γ (t) = ∫ t1t_2 s(τ ) d(τ -t) \\ {d}τ, provides an estimate of the Delta T that is (quasi-)linear with the relative velocity perturbation deltaln V_P}. Such linearity is intuitive if the data d(t) is an undeformed but delayed replica of the test signal, i.e. if d(t)=s(t-Delta T). Then the maximum of gamma (t) is shifted exactly by the delay Delta T, and linearity holds even for Delta T very large. In this case, we say that the body waves are in the ray theoretical regime and their delays, because of Fermat's Principle, depend quasi-linearly on the relative velocity (or slowness) perturbations deltaln V_P in the model. However, even if we correct for dispersion induced by the instrument response and by attenuation, body waves may show frequency dependent delay times that are caused by diffraction effects around lateral heterogeneities. It is not a-priori clear that linearity holds for Delta T, as is assumed in finite-frequency theory, if the waveforms of d(t) and s(t) differ substantially because of such dispersion. To test the linearity, we generate synthetic seismograms between two boreholes, and between the boreholes and the surface, in a 3D box of 200 × 120 × 120 m. The heterogeneity is a checkerboard with cubic anomalies of size 12 × 12 × 12 m. We test two different anomaly amplitudes: ± 2% and ± 5%, and measure Delta T using a test seismogram s(t) computed for an homogeneous medium. We also predict the delays for the 5% model from those in the 2% model by multiplying with 5/2. These predictions are in error by 10-20% of the delay, which is usually acceptable for tomography when compared with actual data errors. A slight bias in the prediction indicates that the Wielandt effect - the fact that negative delays suffer less wavefront healing than positive delays - is a
The Atacama Cosmology Telescope: cross correlation with Planck maps
Louis, Thibaut; Calabrese, Erminia; Dunkley, Joanna; Næss, Sigurd; Addison, Graeme E.; Hincks, Adam D.; Hasselfield, Matthew; Hlozek, Renée; Bond, J. Richard; Hajian, Amir; Das, Sudeep; Devlin, Mark J.; Dünner, Rolando; Infante, Leopoldo; Gralla, Megan; Marriage, Tobias A.; Huffenberger, Kevin; Kosowsky, Arthur; Moodley, Kavilan; Niemack, Michael D.; and others
2014-07-01
We present the temperature power spectrum of the Cosmic Microwave Background obtained by cross-correlating maps from the Atacama Cosmology Telescope (ACT) at 148 and 218 GHz with maps from the Planck satellite at 143 and 217 GHz, in two overlapping regions covering 592 square degrees. We find excellent agreement between the two datasets at both frequencies, quantified using the variance of the residuals between the ACT power spectra and the ACT × Planck cross-spectra. We use these cross-correlations to measure the calibration of the ACT data at 148 and 218 GHz relative to Planck, to 0.7% and 2% precision respectively. We find no evidence for anisotropy in the calibration parameter. We compare the Planck 353 GHz power spectrum with the measured amplitudes of dust and cosmic infrared background (CIB) of ACT data at 148 and 218 GHz. We also compare planet and point source measurements from the two experiments.
Intensity Mapping During Reionization: 21 cm and Cross-correlations
NASA Astrophysics Data System (ADS)
Aguirre, James E.; HERA Collaboration
2016-01-01
The first generation of 21 cm epoch of reionization (EoR) experiments are now reaching the sensitivities necessary for a detection of the power spectrum of plausible reionization models, and with the advent of next-generation capabilities (e.g. the Hydrogen Epoch of Reionization Array (HERA) and the Square Kilometer Array Phase I Low) will move beyond the power spectrum to imaging of the EoR intergalactic medium. Such datasets provide context to galaxy evolution studies for the earliest galaxies on scales of tens of Mpc, but at present wide, deep galaxy surveys are lacking, and attaining the depth to survey the bulk of galaxies responsible for reionization will be challenging even for JWST. Thus we seek useful cross-correlations with other more direct tracers of the galaxy population. I review near-term prospects for cross-correlation studies with 21 cm and CO and CII emission, as well as future far-infrared misions suchas CALISTO.
Three dimensional winds: A maximum cross-correlation application to elastic lidar data
Buttler, W.T.
1996-05-01
Maximum cross-correlation techniques have been used with satellite data to estimate winds and sea surface velocities for several years. Los Alamos National Laboratory (LANL) is currently using a variation of the basic maximum cross-correlation technique, coupled with a deterministic application of a vector median filter, to measure transverse winds as a function of range and altitude from incoherent elastic backscatter lidar (light detection and ranging) data taken throughout large volumes within the atmospheric boundary layer. Hourly representations of three-dimensional wind fields, derived from elastic lidar data taken during an air-quality study performed in a region of complex terrain near Sunland Park, New Mexico, are presented and compared with results from an Environmental Protection Agency (EPA) approved laser doppler velocimeter. The wind fields showed persistent large scale eddies as well as general terrain-following winds in the Rio Grande valley.
Cross-Correlation Effects Involving Curie Spin Relaxation in Methyl Groups
NASA Astrophysics Data System (ADS)
Madhu, P. K.; Mandal, Pravat K.; Müller, Norbert
2002-03-01
Cross-correlation effects arising in methyl protons due to the simultaneous presence of dipole-dipole, chemical shift anisotropy, and Curie spin relaxation mechanisms in paramagnetic systems are analyzed. We assess the potential of obtaining structural constraints from the cross-correlation of Curie spin relaxation with dipolar relaxation mechanisms among methyl proton spins. By theoretical analysis and numerical simulations we characterize the transfer functions describing the interconversion processes of different ranks of multispin order. The time dependence of these processes contains a new type of structural information, the orientation of the methyl C3-axis with respect to the electron center. Experimental confirmation is found for selected methyl groups in low spin Fe3+ sperm whale myoglobin.
Active ultrasonic cross-correlation flowmeters for mixed-phase pipe flows
NASA Astrophysics Data System (ADS)
Sheen, S. H.; Raptis, A. C.
Two ultrasonic flowmeters which employ the active cross-correlation technique and use a simple clamp-on transducer arrangement are discussed. The flowmeter for solid/liquid flows was tested over a wide range of coal concentration in water and oil. The measured velocity based on the peak position of the cross-correlation function is consistently higher by about 15% than the average velocity measured by flow diversion. The origin of the difference results mainly from the flow velocity profiles and the transit-time probability distribution. The flowmeter that can measure particle velocity in a solid/gas flow requires acoustic decoupling arrangement between two sensing stations. The measured velocity is mainly associated with the particles near the wall. Performance of both flowmeters is presented.
Waveform Cross-Correlation for Improved North Texas Earthquake Locations
NASA Astrophysics Data System (ADS)
Phillips, M.; DeShon, H. R.; Oldham, H. R.; Hayward, C.
2014-12-01
In November 2013, a sequence of earthquakes began in Reno and Azle, TX, two communities located northwest of Fort Worth in an area of active oil and gas extraction. Only one felt earthquake had been reported within the area before the occurrence of probable injection-induced earthquakes at the Dallas-Fort Worth airport in 2008. The USGS National Earthquakes Information Center (NEIC) has reported 27 felt earthquakes in the Reno-Azle area through January 28, 2014. A temporary seismic network was installed beginning in December 2013 to acquire data to improve location and magnitude estimates and characterize the earthquake sequence. Here, we present high-resolution relative earthquake locations derived using differential time data from waveform cross-correlation. Cross-correlation is computed using the GISMO software suite and event relocation is done using double difference relocation techniques. Waveform cross-correlation of the local data indicates high (>70%) similarity between 4 major swarms of events lasting between 18 and 24 hours. These swarms are temporal zones of high event frequency; 1.4% of the time series data accounts for 42.1% of the identified local earthquakes. Local earthquakes are occurring along the Newark East Fault System, a NE-SW striking normal fault system previously thought inactive at depths between 2 and 8 km in the Ellenburger limestone formation and underlying Precambrian basement. Data analysis is ongoing and continued characterization of the associated fault will provide improved location estimates.
Time-lag cross-correlations in collective phenomena
NASA Astrophysics Data System (ADS)
Podobnik, B.; Wang, D.; Horvatic, D.; Grosse, I.; Stanley, H. E.
2010-06-01
We study long-range magnitude cross-correlations in collective modes of real-world data from finance, physiology, and genomics using time-lag random matrix theory. We find long-range magnitude cross-correlations i) in time series of price fluctuations, ii) in physiological time series, both healthy and pathological, indicating scale-invariant interactions between different physiological time series, and iii) in ChIP-seq data of the mouse genome, where we uncover a complex interplay of different DNA-binding proteins, resulting in power-law cross-correlations in xij, the probability that protein i binds to gene j, ranging up to 10 million base pairs. In finance, we find that the changes in singular vectors and singular values are largest in times of crisis. We find that the largest 500 singular values of the NYSE Composite members follow a Zipf distribution with exponent ≈2. In physiology, we find statistically significant differences between alcoholic and control subjects.
Functional design criteria, Project W-211, Initial Tank Retrieval Systems. Revision 1
Rieck, C.A.
1995-02-07
This document provides the technical baseline for retrieval of waste from ten double-shell tanks in the SY, AN, AP, AW, AY, and AZ tank farms. In order to retrieve waste from these tanks, systems are needed to mix the sludge with the supernate and pump the waste mixture from the tank. For 101-SY, the existing mitigation pump will be used to mix the waste and Project W-211 will provide for waste removal. The retrieval scope for the other nine tanks includes both the waste mixing and removal functions.
Near-Field Fluorescence Cross-Correlation Spectroscopy on Planar Membranes
2015-01-01
The organization and dynamics of plasma membrane components at the nanometer scale are essential for biological functions such as transmembrane signaling and endocytosis. Planarized nanoscale apertures in a metallic film are demonstrated as a means of confining the excitation light for multicolor fluorescence spectroscopy to a 55 ± 10 nm beam waist. This technique provides simultaneous two-color, subdiffraction-limited fluorescence correlation spectroscopy and fluorescence cross-correlation spectroscopy on planar membranes. The fabrication and implementation of this technique are demonstrated for both model membranes and live cells. Membrane-bound proteins were observed to cluster upon the addition of a multivalent cross-linker: On supported lipid bilayers, clusters of cholera toxin subunit B were formed upon cross-linking by an antibody specific for this protein; on living cells, immunoglobulin E bound to its receptor (FcεRI) on the plasma membranes of RBL mast cells was observed to form clusters upon exposure to a trivalent antigen. The formation of membrane clusters was quantified via fluorescence intensity vs time and changes in the temporal auto- and cross-correlations above a single nanoscale aperture. The illumination profile from a single aperture is analyzed experimentally and computationally with a rim-dominated illumination profile, yielding no change in the autocorrelation dwell time with changes in aperture diameter from 60 to 250 nm. This near-field fluorescence cross-correlation methodology provides access to nanoscale details of dynamic membrane interactions and motivates further development of near-field optical methods. PMID:25004429
Cross-correlation of the cosmic 21-cm signal and Lyman α emitters during reionization
NASA Astrophysics Data System (ADS)
Sobacchi, Emanuele; Mesinger, Andrei; Greig, Bradley
2016-07-01
Interferometry of the cosmic 21-cm signal is set to revolutionize our understanding of the Epoch of Reionization (EoR), eventually providing 3D maps of the early Universe. Initial detections however will be low signal to noise, limited by systematics. To confirm a putative 21-cm detection, and check the accuracy of 21-cm data analysis pipelines, it would be very useful to cross-correlate against a genuine cosmological signal. The most promising cosmological signals are wide-field maps of Lyman α emitting galaxies (LAEs), expected from the Subaru Hyper-Suprime Cam ultradeep field (UDF). Here we present estimates of the correlation between LAE maps at z ˜ 7 and the 21-cm signal observed by both the Low Frequency Array (LOFAR) and the planned Square Kilometre Array Phase 1 (SKA1). We adopt a systematic approach, varying both: (i) the prescription of assigning LAEs to host haloes; and (ii) the large-scale structure of neutral and ionized regions (i.e. EoR morphology). We find that the LAE-21cm cross-correlation is insensitive to (i), thus making it a robust probe of the EoR. A 1000 h observation with LOFAR would be sufficient to discriminate at ≳ 1σ a fully ionized Universe from one with a mean neutral fraction of bar{x}_{H I}≈ 0.50, using the LAE-21 cm cross-correlation function on scales of R ≈ 3-10 Mpc. Unlike LOFAR, whose detection of the LAE-21 cm cross-correlation is limited by noise, SKA1 is mostly limited by ignorance of the EoR morphology. However, the planned 100 h wide-field SKA1-Low survey will be sufficient to discriminate an ionized Universe from one with bar{x}_{H I}=0.25, even with maximally pessimistic assumptions.
NASA Astrophysics Data System (ADS)
Rak, Rafał; Drożdż, Stanisław; Kwapień, Jarosław; Oświȩcimka, Paweł
2015-11-01
We consider a few quantities that characterize trading on a stock market in a fixed time interval: logarithmic returns, volatility, trading activity (i.e., the number of transactions), and volume traded. We search for the power-law cross-correlations among these quantities aggregated over different time units from 1 min to 10 min. Our study is based on empirical data from the American stock market consisting of tick-by-tick recordings of 31 stocks listed in Dow Jones Industrial Average during the years 2008-2011. Since all the considered quantities except the returns show strong daily patterns related to the variable trading activity in different parts of a day, which are the most evident in the autocorrelation function, we remove these patterns by detrending before we proceed further with our study. We apply the multifractal detrended cross-correlation analysis with sign preserving (MFCCA) and show that the strongest power-law cross-correlations exist between trading activity and volume traded, while the weakest ones exist (or even do not exist) between the returns and the remaining quantities. We also show that the strongest cross-correlations are carried by those parts of the signals that are characterized by large and medium variance. Our observation that the most convincing power-law cross-correlations occur between trading activity and volume traded reveals the existence of strong fractal-like coupling between these quantities.
Galaxy Velocity Dispersions Using a Cross-Correlation Method: Erratum
NASA Astrophysics Data System (ADS)
Dalle Ore, Cristina; Faber, S. M.; Gonzalez, J. Jesus; Stoughton, Roland; Burstein, David
1991-07-01
In the paper "Galaxy Velocity Dispersions Using a Cross-Correlation Method" by Cristina Dalle Ore, S. M. Faber, J. Jesus Gonzalez, Roland Stoughton, and David Burstein (ApJ, 366,38 [1991]), the following corrections should be made: 1. The full name of the third author is J. Jesus Gonzalez. 2. The last line of equation (3) should read: [(t x t)*v|d], instead of [(t x t) * v|]. 3. Line 7 of the second paragraph on page 40 should read "...matches the observed FWHM of t x g. Equation (3) is more..."
Axion inflation with cross-correlated axion isocurvature perturbations
NASA Astrophysics Data System (ADS)
Kadota, Kenji; Kobayashi, Tatsuo; Otsuka, Hajime
2016-01-01
We study the inflation scenarios, in the framework of superstring theory, where the inflaton is an axion producing the adiabatic curvature perturbations while there exists another light axion producing the isocurvature perturbations. We discuss how the non-trivial couplings among string axions can generically arise, and calculate the consequent cross-correlations between the adiabatic and isocurvature modes through concrete examples. Based on the Planck analysis on the generally correlated isocurvature perturbations, we show that there is a preference for the existence of the correlated isocurvature modes for the axion monodromy inflation while the natural inflation disfavors such isocurvature modes.
Bunch Length Measurements With Laser/SR Cross-Correlation
Miller, Timothy; Daranciang, Dan; Lindenberg, Aaron; Corbett, Jeff; Fisher, Alan; Goodfellow, John; Huang, Xiaobiao; Mok, Walter; Safranek, James; Wen, Haidan; /SLAC
2012-07-06
By operating SPEAR3 in low-{alpha} mode the storage ring can generate synchrotron radiation pulses of order 1ps. Applications include pump-probe x-ray science and the production of THz radiation in the CSR regime. Measurements of the bunch length are difficult, however, because the light intensity is low and streak cameras typically provide resolution of only a few ps. Tests are now underway to resolve the short bunch length using cross-correlation between a 60-fs Ti:Sapphire laser and the visible SR beam in a BBO crystal. In this paper we report on the experimental setup, preliminary measurements and prospects for further improvement.
Acoustic cross-correlation flowmeter for solid-gas flow
Sheen, Shuh-Haw; Raptis, Apostolos C.
1986-01-01
Apparatus for measuring particle velocity in a solid-gas flow within a pipe includes: first and second transmitting transducers for transmitting first and second ultrasonic signals into the pipe at first and second locations, respectively, along the pipe; an acoustic decoupler, positioned between said first and second transmitting transducers, for acoustically isolating said first and second signals from one another; first and second detecting transducers for detecting said first and second signals and for generating first and second detected signals in response to said first and second detected signals; and means for cross-correlating said first and second output signals.
Acoustic cross-correlation flowmeter for solid-gas flow
Sheen, S.H.; Raptis, A.C.
1984-05-14
Apparatus for measuring particle velocity in a solid-gas flow within a pipe includes: first and second transmitting transducers for transmitting first and second ultrasonic signals into the pipe at first and second locations, respectively, along the pipe; an acoustic decoupler, positioned between said first and second transmitting transducers, for acoustically isolating said first and second signals from one another; first and second detecting transducers for detecting said first and second signals and for generating first and second detected signals; and means for cross-correlating said first and second output signals.
Acoustic cross-correlation flowmeter for solid-gas flow
NASA Astrophysics Data System (ADS)
Sheen, S. H.; Raptis, A. C.
1984-05-01
An apparatus for measuring particle velocity in a solid-gas flow within a pipe is described. It includes: first and second transmitting transducers for transmitting first and second ultrasonic signals into the pipe at first and second locations, respectively, along the pipe; an acoustic decoupler, positioned between said first and second transmitting transducers, for acoustically isolating said first and second signals from one another; first and second detecting transducers for detecting said first and second signals and for generating first and second detected signals; and means for cross-correlating said first and second output signals.
Deterministic retrieval of complex Green's functions using hard X rays.
Vine, D J; Paganin, D M; Pavlov, K M; Uesugi, K; Takeuchi, A; Suzuki, Y; Yagi, N; Kämpfe, T; Kley, E-B; Förster, E
2009-01-30
A massively parallel deterministic method is described for reconstructing shift-invariant complex Green's functions. As a first experimental implementation, we use a single phase contrast x-ray image to reconstruct the complex Green's function associated with Bragg reflection from a thick perfect crystal. The reconstruction is in excellent agreement with a classic prediction of dynamical diffraction theory. PMID:19257417
NASA Astrophysics Data System (ADS)
Li, Y. H.; Ma, C. S.; Mei, D. C.
We study the effects of cross-correlations between the real and imaginary parts of quantum noise on the intensity fluctuation of a saturation laser model. By virtue of the locked phase method,we derived an approximate Fokker-Planck equation and analytic expressions of the stationary probability distribution function (SPD) of the laser system. Based on the SPD, the mean, the normalized variance, and the normalized skewness of the steady-state laser intensity are calculated numerically. The results indicate that the correlation strength of the cross-correlations between the real and imaginary parts of quantum noise increases the intensity fluctuations.
Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket
NASA Astrophysics Data System (ADS)
Wang, Gang-Jin; Xie, Chi
2013-03-01
We investigate the cross-correlations between Renminbi (CNY) and four major currencies (USD, EUR, JPY, and KRW) in the Renminbi currency basket, i.e., the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Qualitatively, using a statistical test in analogy to the Ljung-Box test, we find that cross-correlations significantly exist in CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Quantitatively, employing the detrended cross-correlation analysis (DCCA) method, we find that the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW are weakly persistent. We use the DCCA cross-correlation coefficient ρ to quantify the level of cross-correlations and find the currency weight in the Renminbi currency basket is arranged in the order of USD>EUR>JPY >KRW. Using the method of rolling windows, which can capture the time-varying cross-correlation scaling exponents, we find that: (i) CNY and USD are positively cross-correlated over time, but the cross-correlations of CNY-USD are anti-persistent during the US sub-prime crisis and the European debt crisis. (ii) The cross-correlation scaling exponents of CNY-EUR have the cyclical fluctuation with a nearly two-year cycle. (iii) CNY-JPY has long-term negative cross-correlations, during the European debt crisis, but CNY and KRW are positively cross-correlated.
Hirose, Satoshi; Kimura, Hiroko M.; Jimura, Koji; Kunimatsu, Akira; Abe, Osamu; Ohtomo, Kuni; Miyashita, Yasushi; Konishi, Seiki
2013-01-01
Episodic memory retrieval most often recruits multiple separate processes that are thought to involve different temporal regions. Previous studies suggest dissociable regions in the left lateral parietal cortex that are associated with the retrieval processes. Moreover, studies using resting-state functional connectivity (RSFC) have provided evidence for the temporo-parietal memory networks that may support the retrieval processes. In this functional MRI study, we tested functional significance of the memory networks by examining functional connectivity of brain activity during episodic retrieval in the temporal and parietal regions of the memory networks. Recency judgments, judgments of the temporal order of past events, can be achieved by at least two retrieval processes, relational and item-based. Neuroimaging results revealed several temporal and parietal activations associated with relational/item-based recency judgments. Significant RSFC was observed between one parahippocampal region and one left lateral parietal region associated with relational recency judgments, and between four lateral temporal regions and another left lateral parietal region associated with item-based recency judgments. Functional connectivity during task was found to be significant between the parahippocampal region and the parietal region in the RSFC network associated with relational recency judgments. However, out of the four tempo-parietal RSFC networks associated with item-based recency judgments, only one of them (between the left posterior lateral temporal region and the left lateral parietal region) showed significant functional connectivity during task. These results highlight the contrasting roles of the parahippocampal and the lateral temporal regions in recency judgments, and suggest that only a part of the tempo-parietal RSFC networks are recruited to support particular retrieval processes. PMID:24009657
In Vivo Fluorescence Correlation and Cross-Correlation Spectroscopy
NASA Astrophysics Data System (ADS)
Mütze, Jörg; Ohrt, Thomas; Petrášek, Zdeněk; Schwille, Petra
In this manuscript, we describe the application of Fluorescence Correlation Spectroscopy (FCS), Fluorescence Cross-Correlation Spectroscopy (FCCS), and scanning FCS (sFCS) to two in vivo systems. In the first part, we describe the application of two-photon standard and scanning FCS in Caenorhabditis elegans embryos. The differentiation of a single fertilized egg into a complex organism in C. elegans is regulated by a number of protein-dependent processes. The oocyte divides asymmetrically into two daughter cells of different developmental fate. Two of the involved proteins, PAR-2 and NMY-2, are studied. The second investigated system is the mechanism of RNA interference in human cells. An EGFP based cell line that allows to study the dynamics and localization of the RNA-induced silencing complex (RISC) with FCS in vivo is created, which has so far been inaccessible with other experimental methods. Furthermore, Fluorescence Cross-Correlation Spectroscopy is employed to highlight the asymmetric incorporation of labeled siRNAs into RISC.
Structure of a financial cross-correlation matrix under attack
NASA Astrophysics Data System (ADS)
Lim, Gyuchang; Kim, SooYong; Kim, Junghwan; Kim, Pyungsoo; Kang, Yoonjong; Park, Sanghoon; Park, Inho; Park, Sang-Bum; Kim, Kyungsik
2009-09-01
We investigate the structure of a perturbed stock market in terms of correlation matrices. For the purpose of perturbing a stock market, two distinct methods are used, namely local and global perturbation. The former involves replacing a correlation coefficient of the cross-correlation matrix with one calculated from two Gaussian-distributed time series while the latter reconstructs the cross-correlation matrix just after replacing the original return series with Gaussian-distributed time series. Concerning the local case, it is a technical study only and there is no attempt to model reality. The term ‘global’ means the overall effect of the replacement on other untouched returns. Through statistical analyses such as random matrix theory (RMT), network theory, and the correlation coefficient distributions, we show that the global structure of a stock market is vulnerable to perturbation. However, apart from in the analysis of inverse participation ratios (IPRs), the vulnerability becomes dull under a small-scale perturbation. This means that these analysis tools are inappropriate for monitoring the whole stock market due to the low sensitivity of a stock market to a small-scale perturbation. In contrast, when going down to the structure of business sectors, we confirm that correlation-based business sectors are regrouped in terms of IPRs. This result gives a clue about monitoring the effect of hidden intentions, which are revealed via portfolios taken mostly by large investors.
Phases of scaling and cross-correlation behavior in traffic
NASA Astrophysics Data System (ADS)
Kantelhardt, Jan W.; Fullerton, Matthew; Kämpf, Mirko; Beltran-Ruiz, Cristina; Busch, Fritz
2013-11-01
While many microscopic models of traffic flow describe transitions between different traffic phases, such transitions are difficult to quantify in measured traffic data. Here we study long-term traffic recordings consisting of ≈2900 days of flow, density, and velocity time series with minute resolution from a Spanish motorway. We calculate fluctuations, cross-correlations, and long-term persistence properties of these quantities in the flow-density diagram. This leads to a data-driven definition of (local) traffic states based on the dynamical properties of the data, which differ from those given in standard guidelines. We find that detrending techniques must be used for persistence analysis because of non-stationary daily and weekly traffic flow patterns. We compare our results for the measured data with analysis results for a microscopic traffic model, finding good agreement in most quantities. However, the simulations cannot easily reproduce the congested traffic states observed in the data. We show how fluctuations and cross-correlations in traffic data may be used for prediction, i.e., as indications of increasing or decreasing velocities.
Random matrix theory analysis of cross correlations in financial markets
NASA Astrophysics Data System (ADS)
Utsugi, Akihiko; Ino, Kazusumi; Oshikawa, Masaki
2004-08-01
We confirm universal behaviors such as eigenvalue distribution and spacings predicted by random matrix theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been reported for New York Stock Exchange in previous studies. It is shown that the random part of the eigenvalue distribution of the cross correlation matrix is stable even when deterministic correlations are present. Some deviations in the small eigenvalue statistics outside the bounds of the universality class of RMT are not completely explained with the deterministic correlations as proposed in previous studies. We study the effect of randomness on deterministic correlations and find that randomness causes a repulsion between deterministic eigenvalues and the random eigenvalues. This is interpreted as a reminiscent of “level repulsion” in RMT and explains some deviations from the previous studies observed in the market data. We also study correlated groups of issues in these markets and propose a refined method to identify correlated groups based on RMT. Some characteristic differences between properties of Tokyo Stock Exchange and New York Stock Exchange are found.
Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors
NASA Astrophysics Data System (ADS)
Zhang, Chen; Ni, Zhiwei; Ni, Liping
2015-11-01
PM2.5 pollution has become one of the most serious air pollution in China. The cross-correlations between PM2.5 concentration and meteorological factors (i.e., temperature, air pressure, relative humidity and wind speed) in Beijing and Hong Kong are discussed in this paper. We use the multifractal detrended cross-correlation analysis (MF-DCCA) to analyze the cross-correlations, and study further the asymmetric characteristics of cross-correlations by multifractal asymmetric detrended cross-correlation analysis (MF-ADCCA). The experimental results show that the cross-correlations between PM2.5 concentration and four meteorological factors are multifractal and anti-persistent, and the strength of multifractality of Beijing is stronger than that of Hong Kong. Meanwhile, the cross-correlations between PM2.5 concentration and meteorological factors are asymmetric, and the asymmetric cross-correlations are multifractal.
Cross-correlations between Baltic Dry Index and crude oil prices
NASA Astrophysics Data System (ADS)
Ruan, Qingsong; Wang, Yao; Lu, Xinsheng; Qin, Jing
2016-07-01
This paper examines the cross-correlation properties of Baltic Dry Index (BDI) and crude oil prices using cross-correlation statistics test and multifractal detrended cross-correlation analysis (MF-DCCA). The empirical results show that the cross-correlations between BDI and crude oil prices are significantly multifractal. By introducing the concept of a "crossover", we find that the cross-correlations are strongly persistent in the short term and weakly anti-persistent in the long term. Moreover, cross-correlations of all kinds of fluctuations are persistent in the short time while cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the long term. We have also verified that the multifractality of the cross-correlations of BDI and crude oil prices is both attributable to the persistence of fluctuations of time series and fat-tailed distributions.
Functional anatomy of temporal organisation and domain-specificity of episodic memory retrieval
Kwok, Sze Chai; Shallice, Tim; Macaluso, Emiliano
2013-01-01
Episodic memory provides information about the “when” of events as well as “what” and “where” they happened. Using functional imaging, we investigated the domain specificity of retrieval-related processes following encoding of complex, naturalistic events. Subjects watched a 42-min TV episode, and 24 h later, made discriminative choices of scenes from the clip during fMRI. Subjects were presented with two scenes and required to either choose the scene that happened earlier in the film (Temporal), or the scene with a correct spatial arrangement (Spatial), or the scene that had been shown (Object). We identified a retrieval network comprising the precuneus, lateral and dorsal parietal cortex, middle frontal and medial temporal areas. The precuneus and angular gyrus are associated with temporal retrieval, with precuneal activity correlating negatively with temporal distance between two happenings at encoding. A dorsal fronto-parietal network engages during spatial retrieval, while antero-medial temporal regions activate during object-related retrieval. We propose that access to episodic memory traces involves different processes depending on task requirements. These include memory-searching within an organised knowledge structure in the precuneus (Temporal task), online maintenance of spatial information in dorsal fronto-parietal cortices (Spatial task) and combining scene-related spatial and non-spatial information in the hippocampus (Object task). Our findings support the proposal of process-specific dissociations of retrieval. PMID:22877840
Méndez-Couz, M; Conejo, N M; González-Pardo, H; Arias, J L
2015-04-24
The standard model of memory system consolidation supports the temporal reorganization of brain circuits underlying long-term memory storage, including interactions between the dorsal hippocampus and extra-hippocampal structures. In addition, several brain regions have been suggested to be involved in the retrieval of spatial memory. In particular, several authors reported a possible role of the ventral portion of the hippocampus together with the thalamus or the striatum in the persistence of this type of memory. Accordingly, the present study aimed to evaluate the contribution of different cortical and subcortical brain regions, and neural networks involved in spatial memory retrieval. For this purpose, we used cytochrome c oxidase quantitative histochemistry as a reliable method to measure brain oxidative metabolism. Animals were trained in a hidden platform task and tested for memory retention immediately after the last training session; one week after completing the task, they were also tested in a memory retrieval probe. Results showed that retrieval of the previously learned task was associated with increased levels of oxidative metabolism in the prefrontal cortex, the dorsal and ventral striatum, the anterodorsal thalamic nucleus and the dentate gyrus of the dorsal and ventral hippocampus. The analysis of functional interactions between brain regions suggest that the dorsal and ventral dentate gyrus could be involved in spatial memory retrieval. In addition, the results highlight the key role of the extended hippocampal system, thalamus and striatum in this process. Our study agrees with previous ones reporting interactions between the dorsal hippocampus and the prefrontal cortex during spatial memory retrieval. Furthermore, novel activation patterns of brain networks involving the aforementioned regions were found. These functional brain networks could underlie spatial memory retrieval evaluated in the Morris water maze task. PMID:25680583
Probing the circumgalactic baryons through cross-correlations
NASA Astrophysics Data System (ADS)
Singh, Priyanka; Majumdar, Subhabrata; Nath, Biman B.; Refregier, Alexandre; Silk, Joseph
2016-02-01
We study the cross-correlation of distribution of galaxies, the Sunyaev-Zel'dovich (SZ) and X-ray power spectra of galaxies from current and upcoming surveys and show these to be excellent probes of the nature, i.e. extent, evolution and energetics, of the circumgalactic medium (CGM). The SZ-galaxy cross-power spectrum, especially at large multipoles, depends on the steepness of the pressure profile of the CGM. This property of the SZ signal can, thus, be used to constrain the pressure profile of the CGM. The X-ray cross-power spectrum also has a similar shape. However, it is much more sensitive to the underlying density profile. We forecast the detectability of the cross-correlated galaxy distribution, SZ and X-ray signals by combining South Pole Telescope-Dark Energy Survey (SPT-DES) and eROSITA-DES/eROSITA-LSST (extended ROentgen Survey with an Imaging Telescope Array-Large Synoptic Survey Telescope) surveys, respectively. We find that, for the SPT-DES survey, the signal-to-noise ratio peaks at high mass and redshift with signal-to-noise ratio ˜9 around Mh ˜ 1013 h-1 M⊙ and z ˜ 1.5-2 for flat density and temperature profiles. The signal-to-noise ratio peaks at ˜6(12) for the eROSITA-DES (eROSITA-LSST) surveys. We also perform a Fisher matrix analysis to find the constraint on the gas fraction in the CGM in the presence or absence of an unknown redshift evolution of the gas fraction. Finally, we demonstrate that the cross-correlated SZ-galaxy and X-ray-galaxy power spectrum can be used as powerful probes of the CGM energetics and potentially discriminate between different feedback models recently proposed in the literature; for example, one can distinguish a `no active galactic nuclei feedback' scenario from a CGM energized by `fixed-velocity hot winds' at greater than 3σ.
Retrieving time-dependent Green's functions in optics with low-coherence interferometry.
Badon, Amaury; Lerosey, Geoffroy; Boccara, Albert C; Fink, Mathias; Aubry, Alexandre
2015-01-16
We report on the passive measurement of time-dependent Green's functions in the optical frequency domain with low-coherence interferometry. Inspired by previous studies in acoustics and seismology, we show how the correlations of a broadband and incoherent wave field can directly yield the Green's functions between scatterers of a complex medium. Both the ballistic and multiple scattering components of the Green's function are retrieved. This approach opens important perspectives for optical imaging and characterization in complex scattering media. PMID:25635547
NASA Astrophysics Data System (ADS)
Quaegebeur, Nicolas; Padois, Thomas; Gauthier, Philippe-Aubert; Masson, Patrice
2016-06-01
In this paper, an alternative formulation of the time-domain beamforming is proposed using the generalized cross-correlation of measured signals. This formulation uses spatial weighting functions adapted to microphone positions and imaging points. The proposed approach is demonstrated for acoustic source localization using a microphone array, both theoretically and experimentally. An increase in accuracy of acoustic imaging results is shown for both narrow and broadband sources, while a factor of reduction up to 20 in the computation time can be achieved, allowing real-time or volumetric source localization over very large grids.
Near Noise Field of a Jet-engine Exhaust II : Cross Correlation of Sound Pressures
NASA Technical Reports Server (NTRS)
Callaghan, Edmund E; Howes, Walton L; Coles, Willard D
1956-01-01
Pressure cross correlations were obtained over a range of jet velocities both longitudinally and laterally for the overall sound pressure and for several frequency bands. The region of positive correlation was found to increase with distance downstream of the nozzle exit and was greater for lateral than for longitudinal correlations. In general, little change in the correlation curves was found as a function of jet velocity or frequency band width. Measurements made with a fixed and a movable microphone in a plate showed correlations similar to the free-field results. The results are interpreted in terms of pressure loads on surfaces.
Investigation Of The Diffuse IGM By Cross-Correlation Studies
Farnsworth, Damon; Brown, Shea; Rudnick, Lawrence
2009-12-18
We present results from the first cross-correlation search for the synchrotron component of the diffuse intergalactic medium (IGM) in filamentary large scale structure (LSS). We used the low resolution (36') Bonn survey at 21cm, with the infrared 2MASS catalog as a tracer of the LSS. Synchrotron emission likely results from LSS formation shocks and feedback from AGN and galactic winds [2]. We determined 3{sigma} upper limits to the diffuse emission in units of flux per galaxy; these correspond to filament equipartition magnetic fields as low as 0.2 {mu}G. The detection threshold for the average (peak) filament brightness is 1 (7) mK for 0.03
Cross-correlation analysis of CMB with foregrounds for residuals
NASA Astrophysics Data System (ADS)
Aluri, Pavan K.; Rath, Pranati K.
2016-06-01
In this paper, we try to probe whether a clean cosmic microwave background (CMB) map obtained from the raw satellite data using a cleaning procedure is sufficiently clean. Specifically, we study if there are any foreground residuals still present in the cleaned data using a cross-correlation statistic. Residual contamination is expected to be present, primarily, in the Galactic plane due to the high emission from our own Galaxy. A foreground mask is applied conventionally to avoid biases in the estimated quantities of interest due to foreground leakage. Here, we map foreground residuals, if present, in the unmasked region i.e. outside a CMB analysis mask. Further locally extended foreground-contaminated regions, found eventually, are studied to understand them better. The few contaminated regions thus identified may be used to slightly extend the available masks to make them more stringent.
Cross correlation method application to prompt fission neutron investigation
NASA Astrophysics Data System (ADS)
Zeynalova, O. V.; Zeynalov, Sh.; Nazarenko, M. A.; Hambsch, F.-J.; Oberstedt, S.
2012-10-01
Do The prompt neutron emission in spontaneous fission of 252Cf has been investigated applying cross correlation method and digital signal processing algorithms. A new mathematical approach for neutron/gamma pulse shape separation was developed and implemented for prompt fission neutron (PFN) time-of-flight measurement. The main goal was development of automated data analysis algorithms and procedures for data analysis with minimum human intervention. Experimental data was taken with a twin Frisch-grid ionization chamber and a NE213-equivalent neutron detector in an experimental setup similar to well work of C. Budtz-Jorgensen and H.-H. Knitter [1]. About 2*107 fission events were registered with 2*105 neutron/gamma detection in coincidence with fission fragments. Fission fragment kinetic energy, mass and angular distribution, neutron time-of-flight and pulse shape have been investigated using a 12 bit waveform digitizer.
Complex cross correlators with three-level quantization Design tolerances
NASA Astrophysics Data System (ADS)
D'Addario, L. R.; Thompson, A. R.; Schwab, F. R.; Granlund, J.
1984-06-01
It is noted that for cases in which the components behave ideally, digital correlators have been analyzed in considerable detail. Consideration is given here to the effects of the major deviations from ideal behavior that are encountered in practice. Even though attention is restricted to the three-level quantization, the fairly general case of the complex cross correlator is investigated. Among the errors analyzed are quantization threshold errors, quantizer indecision regions, sampler timing skews, quadrature network errors, and numerical errors in algorithms for converting digital measurements to equivalent analog correlations. It is assumed that all the digital operations, including delay, multiplication, summing, and storage, can be implemented without errors. The study is prompted by the requirement for cross-power measurements in Fourier synthesis radio telescopes.
Cross-correlation analysis for live-cell image trajectory
NASA Astrophysics Data System (ADS)
Cheng, Chih-Ming; Chang, Yu-Fen; Wu, Chien-ming
2013-08-01
In cell motility, researchers are usually used fluorescence microscopy, confocal microscopy, or total internal reflection microscopy to track a fluorescent labeled particle and reveal the dynamic trajectory in living. Because all fluorescent dyes have cell toxicity, quantum dots and gold nanoparticles can influence the structures and physical properties of biomolecules which they have labeled, to develop another label-free image approach becomes an important issue. We present here a Fourier-based cross-correlation process to analyze images of adhering living cell, including cell motility and single vesicle trajectory. We treated adhering MG-63 cell with 66 nM Epidermal growth factor (EGF) and observed its dynamic effect on cell motility based on the velocity fields of consecutive cell images. We also used crosscorrelation to track single vesicles in living cells. We found that EGF could rapidly activate the motility of adhering MG- 63 cell, and the vesicle exhibits either directed or diffusive motion.
Cross-correlating Sunyaev-Zel'dovich and weak lensing maps
NASA Astrophysics Data System (ADS)
Munshi, Dipak; Joudaki, Shahab; Coles, Peter; Smidt, Joseph; Kay, Scott T.
2014-07-01
We present novel statistical tools to cross-correlate frequency cleaned thermal Sunyaev-Zel'dovich (tSZ) maps and tomographic weak lensing (wl) convergence maps. Moving beyond the lowest order cross-correlation, we introduce a hierarchy of mixed higher order statistics, the cumulants and cumulant correlators, to analyse non-Gaussianity in real space, as well as corresponding polyspectra in the harmonic domain. Using these moments, we derive analytical expressions for the joint two-point probability distribution function for smoothed tSZ (y) and convergence (κ) maps. The presence of tomographic information allows us to study the evolution of higher order mixed tSZ-wl statistics with redshift. We express the joint PDFs pκy(κ, y) in terms of individual one-point PDFs [pκ(κ), py(y)] and the relevant bias functions [bκ(κ), by(y)]. Analytical results for two different regimes are presented that correspond to the small and large angular smoothing scales. Results are also obtained for corresponding hotspots in the tSZ and convergence maps. In addition to results based on hierarchical techniques and perturbative methods, we present results of calculations based on the lognormal approximation. The analytical expressions derived here are generic and applicable to cross-correlation studies of arbitrary tracers of large-scale structure including, e.g., that of tSZ and soft X-ray background. We provide detailed comparison of our analytical results against state of the art Millennium Gas Simulations with and without non-gravitational effects such as pre-heating and cooling. Comparison of these results with gravity only simulations, shows reasonable agreement and can be used to isolate effect of non-gravitational physics from observational data.
Cross-correlations between three units in cat primary auditory cortex.
Eggermont, Jos J; Munguia, Raymundo; Shaw, Gregory
2013-10-01
Here we use a modification of the Joint-Peri-Stimulus-Time histogram (JPSTH) to investigate triple correlations between cat auditory cortex neurons. The modified procedure allowed the decomposition of the xy-pair correlation into a part that is due to the correlation of the x and y units with the trigger unit, and a remaining 'pair correlation'. We analyzed 16 sets of 15-minute duration stationary spontaneous recordings in primary auditory cortex (AI) with between 11 and 14 electrodes from 2 arrays of 8 electrodes each that provided spontaneous firing rates above 0.22 sp/s and for which reliable frequency-tuning curves could be obtained and the characteristic frequency (CF) was estimated. Thus we evaluated 11,282 conditional cross-correlation functions. The predictor for the conditional cross-correlation, calculated on the assumption that the trigger unit had no effect on the xy-pair correlation but using the same fraction of xy spikes, was equal to the conventional pair-wise correlation function between units xy. The conditional correlation of the xy-pair due to correlation of the x and/or y unit with the trigger unit decreased with the geometric mean distance of the xy pair to the trigger unit, but was independent of the pair cross-correlation coefficient. The conditional pair correlation coefficient was estimated at 78% of the measured pair correlation coefficient. Assuming a geometric decreasing effect of activities of units on other electrodes on the conditional correlation, we estimated the potential contribution of a large number of contributing units on the measured pair correlation at 35-50 of that correlation. This suggests that conventionally measured pair correlations in auditory cortex under ketamine anesthesia overestimate the 'true pair correlation', likely resulting from massive common input, by potentially up to a factor 2. PMID:23933479
Cross-correlation Doppler global velocimetry (CC-DGV)
NASA Astrophysics Data System (ADS)
Cadel, Daniel R.; Lowe, K. Todd
2015-08-01
A flow velocimetry method, cross-correlation Doppler global velocimetry (CC-DGV), is presented as a robust, simplified, and high dynamic range implementation of the Doppler global/planar Doppler velocimetry technique. A sweep of several gigahertz of the vapor absorption spectrum is used for each velocity sample, with signals acquired from both Doppler-shifted scattered light within the flow and a non-Doppler shifted reference beam. Cross-correlation of these signals yields the Doppler shift between them, averaged over the duration of the scan. With presently available equipment, velocities from 0 ms-1 to over 3000 ms-1 can notionally be measured simultaneously, making the technique ideal for high speed flows. The processing routine is shown to be robust against large changes in the vapor pressure of the iodine cell, benefiting performance of the system in facilities where ambient conditions cannot be easily regulated. Validation of the system was performed with measurements of a model wind turbine blade boundary layer made in a 1.83 m by 1.83 m subsonic wind tunnel for which laser Doppler velocimetry (LDV) measurements were acquired alongside the CC-DGV results. CC-DGV uncertainties of ±1.30 ms-1, ±0.64 ms-1, and ±1.11 ms-1 were determined for the orthogonal stream-wise, transverse-horizontal, and transverse-vertical velocity components, and root-mean-square deviations of 2.77 ms-1 and 1.34 ms-1 from the LDV validation results were observed for Reynolds numbers of 1.5 million and 2 million, respectively. Volumetric mean velocity measurements are also presented for a supersonic jet, with velocity uncertainties of ±4.48 ms-1, ±16.93 ms-1, and ±0.50 ms-1 for the orthogonal components, and self-validation done by collapsing the data with a physical scaling.
Effect of Cross-Correlation on Geomagnetic Forecast Accuracies
NASA Technical Reports Server (NTRS)
Kuang, Weijia; Wei, Zigang; Tangborn, Andrew
2011-01-01
Surface geomagnetic observation can determine up to degree L = 14 time-varying spherical harmonic coefficients of the poloidal magnetic field. Assimilation of these coefficients to numerical dynamo simulation could help us understand better the dynamical processes in the Earth's outer core, and to provide more accurate forecast of geomagnetic secular variations (SV). In our previous assimilation studies, only the poloidal magnetic field in the core is corrected by the observations in the analysis. Unobservable core state variables (the toroidal magnetic field and the core velocity field) are corrected via the dynamical equations of the geodynamo. Our assimilation experiments show that the assimilated core state converges near the CMB, implying that the dynamo state is strongly constrained by surface geomagnetic observations, and is pulled closer to the truth by the data. We are now carrying out an ensemble of assimilation runs with 1000 years of geomagnetic and archeo/paleo magnetic record. In these runs the cross correlation between the toroidal and the poloidal magnetic fields is incorporated into the analysis. This correlation is derived from the physical boundary conditions of the toroidal field at the core-mantle boundary (CMB). The assimilation results are then compared with those of the ensemble runs without the cross-correlation, aiming at understanding two fundamental issues: the effect of the crosscorrelation on (1) the convergence of the core state, and (2) the SV prediction accuracies. The constrained dynamo solutions will provide valuable insights on interpreting the observed SV, e.g. the near-equator magnetic flux patches, the core-mantle interactions, and possibly other geodynamic observables.
NASA Astrophysics Data System (ADS)
Cao, Guangxi; Cao, Jie; Xu, Longbing; He, LingYun
2014-01-01
We propose a new method called the multifractal asymmetric detrended cross-correlation analysis method (MF-ADCCA) to investigate the asymmetric cross-correlations in nonstationary time series that combine the multifractal detrended cross-correlation analysis (MF-DCCA) and asymmetric detrended fluctuation analysis (A-DFA). The study aims to determine whether different scaling properties of the cross-correlations are obtained if a one-time series trending is either positive or negative. We apply MF-ADCCA to analyze empirically the scaling behavior of the cross-correlations among the Chinese stock market, the RMB exchange market, and the US stock market. Empirical results indicate that the cross-correlations between the Chinese stock market and the RMB/USD exchange market are more persistent when any one of the markets is falling. On the contrary, the cross-correlations between the Chinese stock market and the RMB/EU, RMB/GBP, RMB/JPY exchange markets and the US stock market are more persistent when one of the markets is rising. Moreover, asymmetric cross-correlations between any two of the selected financial markets are multifractal.
NASA Astrophysics Data System (ADS)
Dalen, Karel N.; Mikesell, T. Dylan; Ruigrok, Elmer N.; Wapenaar, Kees
2015-02-01
Retrieving virtual source surface waves from ambient seismic noise by cross correlation assumes, among others, that the noise field is equipartitioned and the medium is lossless. Violation of these assumptions reduces the accuracy of the retrieved waves. A point-spread function computed from the same ambient noise quantifies the associated virtual source's spatial and temporal smearing. Multidimensional deconvolution (MDD) of the retrieved surface waves by this function has been shown to improve the virtual source's focusing and the accuracy of the retrieved waves using synthetic data. We tested MDD on data recorded during the Batholiths experiment, a passive deployment of broadband seismic sensors in British Columbia, Canada. The array consisted of two approximately linear station lines. Using 4 months of recordings, we retrieved fundamental-mode Rayleigh waves (0.05-0.27 Hz). We only used noise time windows dominated by waves that traverse the northern line before reaching the southern (2.5% of all data). Compared to the conventional cross-correlation result based on this subset, the MDD waveforms are better localized and have significantly higher signal-to-noise ratio. Furthermore, MDD corrects the phase, and the spatial deconvolution fills in a spectral (f, k domain) gap between the single-frequency and double-frequency microseism bands. Frequency whitening of the noise also fills the gap in the cross-correlation result, but the signal-to-noise ratio of the MDD result remains higher. Comparison of the extracted phase velocities shows some differences between the methods, also when all data are included in the conventional cross correlation.
Towards a global-scale ambient noise cross-correlation data base
NASA Astrophysics Data System (ADS)
Ermert, Laura; Fichtner, Andreas; Sleeman, Reinoud
2014-05-01
We aim to obtain a global-scale data base of ambient seismic noise correlations. This database - to be made publicly available at ORFEUS - will enable us to study the distribution of microseismic and hum sources, and to perform multi-scale full waveform inversion for crustal and mantle structure. Ambient noise tomography has developed into a standard technique. According to theory, cross-correlations equal inter-station Green's functions only if the wave field is equipartitioned or the sources are isotropically distributed. In an attempt to circumvent these assumptions, we aim to investigate possibilities to directly model noise cross-correlations and invert for their sources using adjoint techniques. A data base containing correlations of 'gently' preprocessed noise, excluding preprocessing steps which are explicitly taken to reduce the influence of a non-isotropic source distribution like spectral whitening, is a key ingredient in this undertaking. Raw data are acquired from IRIS/FDSN and ORFEUS. We preprocess and correlate the time series using a tool based on the Python package Obspy which is run in parallel on a cluster of the Swiss National Supercomputing Centre. Correlation is done in two ways: Besides the classical cross-correlation function, the phase cross-correlation is calculated, which is an amplitude-independent measure of waveform similarity and therefore insensitive to high-energy events. Besides linear stacks of these correlations, instantaneous phase stacks are calculated which can be applied as optional weight, enhancing coherent portions of the traces and facilitating the emergence of a meaningful signal. The _STS1 virtual network by IRIS contains about 250 globally distributed stations, several of which have been operating for more than 20 years. It is the first data collection we will use for correlations in the hum frequency range, as the STS-1 instrument response is flat in the largest part of the period range where hum is observed, up to a
NASA Astrophysics Data System (ADS)
Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.
2014-12-01
We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q<0 and greater than GHE when q>0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.
Cross-correlation of the extragalactic gamma-ray background with luminous red galaxies
NASA Astrophysics Data System (ADS)
Shirasaki, Masato; Horiuchi, Shunsaku; Yoshida, Naoki
2015-12-01
Measurements of the cross-correlation between the extragalactic gamma-ray background (EGB) and large-scale structure provide a novel probe of dark matter on extragalactic scales. We focus on luminous red galaxies (LRGs) as optimal targets to search for the signal of dark matter annihilation. We measure the cross-correlation function of the EGB taken from the Fermi Large Area Telescope with the LRGs from the Sloan Digital Sky Survey. Statistical errors are calculated using a large set of realistic mock LRG catalogs. The amplitude of the measured cross-correlation is consistent with null detection. Based on an accurate theoretical model of the distribution of dark matter associated with LRGs, we exclude dark matter annihilation cross-sections over ⟨σ v ⟩=3 ×10-25- 1 0-26 cm3 s-1 for a 10 GeV dark matter. We further investigate systematic effects due to uncertainties in the Galactic gamma-ray foreground emission, which we find to be an order of magnitude smaller than the current statistical uncertainty. We also estimate the contamination from astrophysical sources in the LRGs by using known scaling relations between gamma-ray luminosity and star-formation rate, finding them to be negligibly small. Based on these results, we suggest that LRGs remain ideal targets for probing dark matter annihilation with future EGB measurement and galaxy surveys. Increasing the number of LRGs in upcoming galaxy surveys such as LSST would lead to big improvements of factors of several in sensitivity.
Measuring distance ratios with CMB-galaxy lensing cross-correlations
Das, Sudeep; Spergel, David N.
2009-02-15
We propose a method for cosmographic measurements by combining gravitational lensing of the cosmic microwave background (CMB) with cosmic shear surveys. We cross-correlate the galaxy counts in the lens plane with two different source planes: the CMB at z{approx}1100 and galaxies at an intermediate redshift. The ratio of the galaxy count/CMB lensing cross-correlation to the galaxy count/galaxy lensing cross-correlation is shown to be a purely geometric quantity, depending only on the distribution function of the source galaxies. By combining Planck, the Advanced Dark Energy Physics Telescope, and the Large Synoptic Survey Telescope, the ratio can be measured to {approx}4% accuracy, whereas a future polarization-based experiment like CMBPOL can make a more precise ({approx}1%) measurement. For cosmological models where the curvature and the equation of state parameter are allowed to vary, the direction of degeneracy defined by the measurement of this ratio is different from that traced out by baryon acoustic oscillation measurements. Combining this method with the stacked cluster mass reconstruction cosmography technique as proposed by Hu, Holz, and Vale (2007), the uncertainty in the ratio can be further reduced, improving the constraints on cosmological parameters. We also study the implications of the lensing-ratio measurement for early dark energy models, in the context of the parametrization proposed by Doran and Robbers (2006). For models which are degenerate with respect to the CMB, we find both baryon acoustic oscillation and lensing-ratio measurements to be insensitive to the early component of the dark energy density.
NASA Astrophysics Data System (ADS)
Liu, Xin; Ben-Zion, Yehuda; Zigone, Dimitri
2015-11-01
We develop and apply an algorithm for deriving interstation seismic attenuation from cross-correlations of ambient noise recorded by linear arrays. Theoretical results on amplitude decay due to attenuation are used to form a linear least-square inversion for interstation QR values of Rayleigh surface waves propagating along linear arrays having three or more stations. The noise wave field is assumed stationary within each day and the interstation distances should be greater than the employed wavelength. The inversion uses differences of logarithmic amplitude decay curves measured at different stations from cross-correlation functions within a given frequency band. The background attenuation between noise sources and receivers is effectively cancelled with this method. The site amplification factors are assumed constant (or following similar patterns) in the frequency band of interest. The inversion scheme is validated with synthetic tests using ambient noise generated by ray-theory-based calculations with heterogeneous attenuation and homogenous velocity structure. The interstation attenuation and phase velocity dispersion curves are inverted from cross-correlations of the synthetic data. The method is then applied to triplets of stations from the regional southern California seismic network crossing the Mojave section of the San Andreas fault, and a dense linear array crossing the southern San Jacinto Fault zone. Bootstrap technique is used to derive empirical mean and confidence interval for the obtained inverse Q values. The results for the regional stations yield QR values around 25 for a frequency band 0.2-0.36 Hz. The results for the San Jacinto fault zone array give QR values of about 6-30 for frequencies in the range 15-25 Hz.
NASA Astrophysics Data System (ADS)
Katahira, Kentaro; Kawamura, Masaki; Okanoya, Kazuo; Okada, Masato
2007-04-01
We investigate a recurrent neural network model with common external and bias inputs that can retrieve branching sequences. Retrieval of memory sequences is one of the most important functions of the brain. A lot of research has been done on neural networks that process memory sequences. Most of it has focused on fixed memory sequences. However, many animals can remember and recall branching sequences. Therefore, we propose an associative memory model that can retrieve branching sequences. Our model has bias input and common external input. Kawamura and Okada reported that common external input enables sequential memory retrieval in an associative memory model with auto- and weak cross-correlation connections. We show that retrieval processes along branching sequences are controllable with both the bias input and the common external input. To analyze the behaviors of our model, we derived the macroscopic dynamical description as a probability density function. The results obtained by our theory agree with those obtained by computer simulations.
NASA Astrophysics Data System (ADS)
Schaff, David P.; Richards, Paul G.
2014-04-01
Standard processing of seismic events for reporting in bulletins is usually done one-at-a time. State-of-the-art relative event methods, often involving cross correlation, are increasingly used and have improved estimates of event parameters for event detection, location and magnitude. This is because relative event techniques can simultaneously reduce measurement error and effects of model error. We show how cross correlation can be used to assign relative magnitudes for neighbouring seismic events distributed over a large region in east Asia and quantify to what extent the uncertainty in these values increases as waveform similarity breaks down. We find that cross correlation works well for magnitude comparison of two events when it is expected that they generate very similar signals even if these may be almost buried in large amounts of noise. This may be the case when investigating repeating earthquakes or nuclear explosions within a few kilometres of each other. Cross correlation is the optimal detector in these cases assuming noise is white and Gaussian, and also provides the least-squares solution for the relative amplitudes. However, when the waveform similarity of the underlying signals breaks down, due to interevent separation distance, source time function differences or focal mechanism differences, these assumptions are no longer valid and a bias is introduced into the relative magnitude measurement. This bias due to degradation of waveform similarity is modelled here with synthetics and an analytic expression for it is derived based on three terms-the cross-correlation coefficient (CC), and the signal-to-noise ratio (SNR) of the larger and smaller events. The analytic expression is a good match to the observed bias in the data. If the equation for relative magnitude is rewritten to correct for the bias due to the CC, a new equation results which is simply the log of the ratio of the L2 norms. The bias due to SNRs is still present because the observed
Accelerating radio astronomy cross-correlation with graphics processing units
NASA Astrophysics Data System (ADS)
Clark, M. A.; LaPlante, P. C.; Greenhill, L. J.
2013-05-01
We present a highly parallel implementation of the cross-correlation of time-series data using graphics processing units (GPUs), which is scalable to hundreds of independent inputs and suitable for the processing of signals from 'large-Formula' arrays of many radio antennas. The computational part of the algorithm, the X-engine, is implemented efficiently on NVIDIA's Fermi architecture, sustaining up to 79% of the peak single-precision floating-point throughput. We compare performance obtained for hardware- and software-managed caches, observing significantly better performance for the latter. The high performance reported involves use of a multi-level data tiling strategy in memory and use of a pipelined algorithm with simultaneous computation and transfer of data from host to device memory. The speed of code development, flexibility, and low cost of the GPU implementations compared with application-specific integrated circuit (ASIC) and field programmable gate array (FPGA) implementations have the potential to greatly shorten the cycle of correlator development and deployment, for cases where some power-consumption penalty can be tolerated.
Pulsed photoacoustic Doppler flowmetry using a cross correlation method
NASA Astrophysics Data System (ADS)
Brunker, J.; Beard, P.
2010-02-01
The feasibility of making spatially resolved measurements of blood flow using pulsed photoacoustic Doppler techniques has been explored. Doppler time shifts were quantified via cross-correlation of pairs of photoacoustic waveforms generated within a blood-simulating phantom using pairs of laser light pulses. The photoacoustic waves were detected using a focussed or planar PZT ultrasound transducer. This approach was found to be effective for quantifying the linear motion of micron-scale absorbers imprinted on an acetate sheet moving with velocities in the range 0.15 to 1.50 ms-1. The effect of the acoustic spot diameter and the time separation between the laser pulses on measurement resolution and the maximum measurable velocity is discussed. The distinguishing advantage of pulsed rather than continuous-wave excitation is that spatially resolved velocity measurements can be made. This offers the prospect of mapping flow within the microcirculation and thus providing insights into the perfusion of tumours and other pathologies characterised by abnormalities in flow status.
Flap noise characteristics measured by pressure cross correlation techniques
NASA Astrophysics Data System (ADS)
Miller, W. R.
1980-03-01
The aerodynamic sound generated by a realistic aircraft flap system was investigated through the use of cross correlations between surface pressure fluctuations and far field sound. Measurements were conducted in two subsonic wind tunnel studies to determine the strength, distribution, and directivity of the major sources of flap noise at speeds up to 79.0 m/sec. A pilot study was performed on a single flap model to test the measurement technique and provide initial data on the characteristics of flap noise. The major portion of this investigation studied the sound radiated by a realistic large scale model of a triple slotted flap system mounted on a sweptback 6.7 meter semispan model wing. The results of this investigation have identified the major sources of flap generated noise and their dependence of flow defining parameters. In addition, a possible avenue toward the reduction of flap generated noise has been identified via the placement of the flap actuator fairings on the flap system.
Investigation of cosmic ray penetration with wavelet cross-correlation analysis
NASA Astrophysics Data System (ADS)
Yang, Rui-zhi
2016-07-01
Aims: We use Fermi-LATand Planck data to calculate the cross correlation between γ-ray signal and gas distribution in different scales in giant molecular clouds (GMCs). Then we investigate the cosmic rays (CRs) penetration in GMCs with these informations. Methods: We use the wavelet technique to decompose both the γ-ray and dust opacity maps in different scales, then we calculate the wavelet cross correlation functions in these scales. We also define wavelet response as an analog to the impulsive response in Fourier transform and calculate that in different scales down to Fermi-LATangular resolution. Results: The γ-ray maps above 2 GeV show strong correlation with the dust opacity maps, the correlation coefficient is larger than 0.9 above a scale of 0.4 degree.The derived wavelet response is uniform in different scales. Conclusions: We argue that the CR above 10 GeV can penetrate the GMC freely and the CRs distributions in the same energy range are uniform down to parsec scale.
Quasar-Lyman α forest cross-correlation from BOSS DR11: Baryon Acoustic Oscillations
Font-Ribera, Andreu; Kirkby, David; Blomqvist, Michael; Busca, Nicolas; Aubourg, Éric; Bautista, Julian; Ross, Nicholas P.; Bailey, Stephen; Beutler, Florian; Carithers, Bill; Slosar, Anže; Rich, James; Delubac, Timothée; Bhardwaj, Vaishali; Bizyaev, Dmitry; Brewington, Howard; Brinkmann, Jon; Brownstein, Joel R.; Dawson, Kyle S.; and others
2014-05-01
We measure the large-scale cross-correlation of quasars with the Lyα forest absorption, using over 164,000 quasars from Data Release 11 of the SDSS-III Baryon Oscillation Spectroscopic Survey. We extend the previous study of roughly 60,000 quasars from Data Release 9 to larger separations, allowing a measurement of the Baryonic Acoustic Oscillation (BAO) scale along the line of sight c/(H(z = 2.36)r{sub s}) = 9.0±0.3 and across the line of sight D{sub A}(z = 2.36)/r{sub s} = 10.8±0.4, consistent with CMB and other BAO data. Using the best fit value of the sound horizon from Planck data (r{sub s} = 147.49 Mpc), we can translate these results to a measurement of the Hubble parameter of H(z = 2.36) = 226±8 km s{sup −1} Mpc{sup −1} and of the angular diameter distance of D{sub A}(z = 2.36) = 1590±60 Mpc. The measured cross-correlation function and an update of the code to fit the BAO scale (baofit) are made publicly available.
Evidence of Cross-correlation between the CMB Lensing and the γ-Ray Sky
NASA Astrophysics Data System (ADS)
Fornengo, Nicolao; Perotto, Laurence; Regis, Marco; Camera, Stefano
2015-03-01
We report the measurement of the angular power spectrum of cross-correlation between the unresolved component of the Fermi-LAT γ-ray sky maps and the cosmic microwave background lensing potential map reconstructed by the Planck satellite. The matter distribution in the universe determines the bending of light coming from the last scattering surface. At the same time, the matter density drives the growth history of astrophysical objects, including their capability at generating non-thermal phenomena, which in turn give rise to γ-ray emissions. The Planck lensing map provides information on the integrated distribution of matter, while the integrated history of γ-ray emitters is imprinted in the Fermi-LAT sky maps. We report here the first evidence of their correlation. We find that the multipole dependence of the cross-correlation measurement is in agreement with current models of the γ-ray luminosity function for active galactic nuclei and star-forming galaxies, with a statistical evidence of 3.0σ. Moreover, its amplitude can in general be matched only assuming that these extragalactic emitters are also the bulk contribution of the measured isotopic γ-ray background (IGRB) intensity. This leaves little room for a big contribution from galactic sources to the IGRB measured by Fermi-LAT, pointing toward direct evidence of the extragalactic origin of the IGRB.
McCormick, Cornelia; St-Laurent, Marie; Ty, Ambrose; Valiante, Taufik A; McAndrews, Mary Pat
2015-05-01
Autobiographical memory (AM) provides the opportunity to study interactions among brain areas that support the search for a specific episodic memory (construction), and the later experience of mentally reliving it (elaboration). While the hippocampus supports both construction and elaboration, it is unclear how hippocampal-neocortical connectivity differs between these stages, and how this connectivity involves the anterior and posterior segments of the hippocampus, as these have been considered to support the retrieval of general concepts and recollection processes, respectively. We acquired fMRI data in 18 healthy participants during an AM retrieval task in which participants were asked to access a specific AM (construction) and then to recollect it by recovering as many episodic details as possible (elaboration). Using multivariate analytic techniques, we examined changes in functional and effective connectivity of hippocampal-neocortical interactions during these phases of AM retrieval. We found that the left anterior hippocampus interacted with frontal areas during construction and bilateral posterior hippocampi with visual perceptual areas during elaboration, indicating key roles for both hippocampi in coordinating transient neocortical networks at both AM stages. Our findings demonstrate the importance of direct interrogation of hippocampal-neocortical interactions to better illuminate the neural dynamics underlying complex cognitive tasks such as AM retrieval. PMID:24275829
Multifractal detrended cross-correlation analysis of carbon and crude oil markets
NASA Astrophysics Data System (ADS)
Zhuang, Xiaoyang; Wei, Yu; Zhang, Bangzheng
2014-04-01
The complex dynamics between carbon and crude oil markets have been an increasingly interesting area of research. In this paper, we try to take a fresh look at the cross-correlations between carbon and crude oil markets as well as their dynamic behavior employing multifractal detrended cross-correlation analysis. First, we find that the return series of carbon and crude oil markets are significantly cross-correlated. Second, we confirm the existence of multifractality for the return series of carbon and crude oil markets by the multifractal detrended fluctuation analysis. Third, based on the multifractal detrended cross-correlation analysis, we find the existence of power-law cross-correlations between carbon and crude oil markets. The cross-correlated behavior of small fluctuations is found to be more persistent than that of large fluctuations. At last, some relevant discussions and implications of the empirical results are presented.
NASA Astrophysics Data System (ADS)
Ma, Feng; Zhang, Qian; Peng, Chen; Wei, Yu
2014-09-01
In this paper, we firstly investigate the cross-correlations between the crude oil market and the six GCC stock markets. Based on the analysis of the significant statistic Qcc(m) and the cross-correlation coefficient, we find that the cross-correlations between the crude oil market and the six GCC stock markets are all significant. Employing the method of the MF-DFA and MF-DXA, we further find that the auto-correlations of the crude oil market and the six GCC stock markets and cross-correlations between them are all the multifractality. Moreover, using the multifractal spectrum, we can also verify the multifractal characteristics between the crude oil market and the six GCC stock markets. Furthermore, we use the penalized contrast function to detect the structural break points of the WTI-Oil return series and its conditional volatility, and then discuss the cross-correlations between the crude oil and the six GCC stock markets in the different phases according to these break points. At last, we employ the technique of the rolling window to investigate the dynamic of the scaling exponent Hxy(q). In addition, we explore the relationship between the cross-correlation exponents Hxy(q) and the average scaling exponents [Hxx(q)+Hyy(q)]/2].
Lowe, S.S.
1993-11-16
The mission of the Tank Waste Remediation System (TWRS) Program is to store, treat, and immobilize highly radioactive Hanford waste in an environmentally sound, safe, and cost-effective manner. The scope of the TWRS Program includes project and program activities for receiving, storing, maintaining, treating, and disposing onsite, or packaging for offsite disposal, all Hanford tank waste. Hanford tank waste includes the contents of 149 single-shell tanks (SSTs) and 28 double-shell tanks (DSTs), plus any new waste added to these facilities, and all encapsulated cesium and strontium stored onsite and returned from offsite users. A key element of the TWRS Program is retrieval of the waste in the SSTs. The waste stored in these underground tanks must be removed in order to minimize environmental, safety, and health risks associated with continuing waste storage. Subsurface barriers are being considered as a means to mitigate the effects of tank leaks including those occurring during SST waste retrieval. The functions to be performed by subsurface barriers based on their role in retrieving waste from the SSTs are described, and the requirements which constrain their application are identified. These functions and requirements together define the functional baseline for subsurface barriers.
Dynamic cross correlation studies of wave particle interactions in ULF phenomena
NASA Technical Reports Server (NTRS)
Mcpherron, R. L.
1979-01-01
Magnetic field observations made by satellites in the earth's magnetic field reveal a wide variety of ULF waves. These waves interact with the ambient particle populations in complex ways, causing modulation of the observed particle fluxes. This modulation is found to be a function of species, pitch angle, energy and time. The characteristics of this modulation provide information concerning the wave mode and interaction process. One important characteristic of wave-particle interactions is the phase of the particle flux modulation relative to the magnetic field variations. To display this phase as a function of time a dynamic cross spectrum program has been developed. The program produces contour maps in the frequency time plane of the cross correlation coefficient between any particle flux time series and the magnetic field vector. This program has been utilized in several studies of ULF wave-particle interactions at synchronous orbit.
Hypo-retrieval and hyper-suppression mechanisms in functional amnesia.
Tramoni, Eve; Aubert-Khalfa, Stéphanie; Guye, Maxime; Ranjeva, Jean P; Felician, Olivier; Ceccaldi, Mathieu
2009-02-01
Functional amnesia (FA) is characterized by an extensive retrograde memory loss in the absence of detectable structural brain damage. The two main hypotheses put forward to explain this disturbance involve a global retrieval deficit (affecting both pre- and post-onset memories) and a selective inability to explicitly retrieve pre-onset memories. Here, we extensively examined P.P., a patient with FA, with a view to obtaining additional insights into the cognitive and neural mechanisms underlying this disorder. In Experiments 1 and 2, post-onset memories were assessed using tasks focusing on the state of consciousness associated with their retrieval. Although subtle deficits in the ability to recollect post-onset personal events were detected, P.P.'s performances were normal when the encoding of the event was monitored in a laboratory setting. In Experiment 3, implicit recognition of pre-onset memories was tested using skin conductance responses. Results showed that P.P. responded implicitly to photographs of personal pre-onset events that were not explicitly recognized. In Experiment 4, designed to assess the patient's ability to suppress newly acquired information, P.P. suppressed more items than controls. Additionally, while no grey matter loss was evidenced with voxel-based morphometry, magnetic resonance spectroscopy and magnetization transfer imaging showed significant metabolic and structural changes within the white matter of the right prefrontal lobe. In conclusion, our results suggest that FA may result from a combination between two processes, a "hypo-retrieval" of pre-onset memories, tentatively due to white matter tract damage, and a "hyper-suppression" mechanism, concomitantly preventing the retrieval of pre-onset memories. PMID:19071144
NASA Astrophysics Data System (ADS)
Li, Jing; Zeng, Zhaofa; Slob, Evert; Chen, Xiong; Liu, Fengshan
2014-12-01
Passive interferometry technology is based on the relation between the reflection and the transmission responses of the subsurface. The transmission response can be received at surface in the presence of the ambient noise source in the subsurface with the cross-correlation (CC) or multidimensional deconvolution methods. We investigate the feasibility of electromagnetic (EM) wave passive interferometry with CC method. We design a 2-D finite-difference time domain (FDTD) algorithm to simulate the long-duration ground penetrating radar (GPR) measurements with random distribution of passive EM sources. The noise sources have random duration time, waveform and spatial distribution. We test the FDTD GPR passive interferometry code with above source characteristics and apply the method to light non-aqueous phase liquid (LNAPL) monitoring. Based on the model simulation data, by using common midpoint velocity analysis and normal move out correction to process the interferometry retrieve record, we can accurately obtain the dynamic changing characteristics of the target's permittivity. The LNAPL dynamic leakage model can be imaged as well. The synthetic results demonstrate that the GPR passive interferometry is feasible in subsurface LNAPL monitoring. Our work provides a foundation for a passive interferometry field application using GPR.
NASA Astrophysics Data System (ADS)
Wang, Gang-Jin; Xie, Chi; Chen, Shou; Yang, Jiao-Jiao; Yang, Ming-Yan
2013-09-01
In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock market. We choose the daily closing prices of 462 constituent stocks of S&P 500 index as the research objects and select the sample data from January 3, 2005 to August 31, 2012. In the empirical analysis, we examine the statistical properties of cross-correlation coefficients, the distribution of eigenvalues, the distribution of eigenvector components, and the inverse participation ratio. From the two methods, we find some new results of the cross-correlations in the US stock market in our study, which are different from the conclusions reached by previous studies. The empirical cross-correlation matrices constructed by the DCCA coefficient show several interesting properties at different time scales in the US stock market, which are useful to the risk management and optimal portfolio selection, especially to the diversity of the asset portfolio. It will be an interesting and meaningful work to find the theoretical eigenvalue distribution of a completely random matrix R for the DCCA coefficient because it does not obey the Marčenko-Pastur distribution.
Surface wave phase-velocity tomography based on multichannel cross-correlation
NASA Astrophysics Data System (ADS)
Jin, Ge; Gaherty, James B.
2015-06-01
We have developed a new method to retrieve seismic surface wave phase velocity using dense seismic arrays. The method measures phase variations between nearby stations based on waveform cross-correlation. The coherence in waveforms between adjacent stations results in highly precise relative phase estimates. Frequency-dependent phase variations are then inverted for spatial variations in apparent phase velocity via the Eikonal equation. Frequency-dependent surface wave amplitudes measured on individual stations are used to correct the apparent phase velocity to account for multipathing via the Helmholtz equation. By using coherence and other data selection criteria, we construct an automated system that retrieves structural phase-velocity maps directly from raw seismic waveforms for individual earthquakes without human intervention. The system is applied to broad-band seismic data from over 800 events recorded on EarthScope's USArray from 2006 to 2014, systematically building up Rayleigh-wave phase-velocity maps between the periods of 20 and 100 s for the entire continental United States. At the highest frequencies, the resulting maps are highly correlated with phase-velocity maps derived from ambient noise tomography. At all frequencies, we observe a significant contrast in Rayleigh-wave phase velocity between the tectonically active western US and the stable eastern US, with the phase velocity variations in the western US being 1-2 times greater. The Love wave phase-velocity maps are also calculated. We find that overtone contamination may produce systemic bias for the Love-wave phase-velocity measurements.
Functional MRI evidence for the decline of word retrieval and generation during normal aging.
Baciu, M; Boudiaf, N; Cousin, E; Perrone-Bertolotti, M; Pichat, C; Fournet, N; Chainay, H; Lamalle, L; Krainik, A
2016-02-01
This fMRI study aimed to explore the effect of normal aging on word retrieval and generation. The question addressed is whether lexical production decline is determined by a direct mechanism, which concerns the language operations or is rather indirectly induced by a decline of executive functions. Indeed, the main hypothesis was that normal aging does not induce loss of lexical knowledge, but there is only a general slowdown in retrieval mechanisms involved in lexical processing, due to possible decline of the executive functions. We used three tasks (verbal fluency, object naming, and semantic categorization). Two groups of participants were tested (Young, Y and Aged, A), without cognitive and psychiatric impairment and showing similar levels of vocabulary. Neuropsychological testing revealed that older participants had lower executive function scores, longer processing speeds, and tended to have lower verbal fluency scores. Additionally, older participants showed higher scores for verbal automatisms and overlearned information. In terms of behavioral data, older participants performed as accurate as younger adults, but they were significantly slower for the semantic categorization and were less fluent for verbal fluency task. Functional MRI analyses suggested that older adults did not simply activate fewer brain regions involved in word production, but they actually showed an atypical pattern of activation. Significant correlations between the BOLD (Blood Oxygen Level Dependent) signal of aging-related (A > Y) regions and cognitive scores suggested that this atypical pattern of the activation may reveal several compensatory mechanisms (a) to overcome the slowdown in retrieval, due to the decline of executive functions and processing speed and (b) to inhibit verbal automatic processes. The BOLD signal measured in some other aging-dependent regions did not correlate with the behavioral and neuropsychological scores, and the overactivation of these uncorrelated
Retrieving the Hemodynamic Response Function in resting state fMRI: Methodology and application.
Wu, Guo-Rong; Deshpande, Gopikhrishna; Laureys, Steven; Marinazzo, Daniele
2015-08-01
In this paper we present a procedure to retrieve the hemodynamic response function (HRF) from resting state functional magnetic resonance imaging (fMRI) data. The fundamentals of the procedures are further validated by considering simultaneous electroencephalographic (EEG) recordings. The typical HRF shape at rest for a group of healthy subject is presented. Then we present the modifications to the shape of the HRF at rest following two physiological modulations: eyes open versus eyes closed and propofol-induced modulations of consciousness. PMID:26737671
NASA Astrophysics Data System (ADS)
Greig, D. W.; Spriggs, N.
2014-12-01
Waveform cross correlation, or template matching as it is sometimes called, has long been known to be an effective method for finding occurrences of a known repeating signal within a waveform. Because seismic signals are rarely known a priori, waveform cross correlation is not often used as a detection method for seismic networks. However, past studies (e.g. Gibbons and Ringdal, 2006) have shown that cross correlation can be effective in identifying events with similar locations and focal mechanisms (and thus waveforms) to a pre-existing template. Because induced seismicity often satisfies these requirements the method is well-suited to induced seismicity monitoring. We apply the method of waveform cross correlation to a sequence of events between Nov. 29, 2013 and Dec. 13, 2013 occurring at Crooked Lake near Fox Creek, Alberta. These events are believed to be attributable to injection activities in the area. A total of 24 events were detected using traditional STA/LTA triggering methods. The largest event, measured at local magnitude 3.9, is used as a template to identify other events. We compare the effectiveness of the traditional STA/LTA detection method to the cross correlation technique. With a modest correlation threshold we identify all 24 of the original events and an additional 89 new events for a total of 113 events identified by waveform cross correlation. We estimate the magnitude of completeness using the maximum curvature method (Wiemer and Wyss, 2000) and compare the result for the STA/LTA catalogue and the cross correlation catalogue. We find that the magnitude of completeness is about 0.8 magnitude units lower for the cross correlation catalogue. We explore the possibility of determining a probability density function to describe the values of observed correlation between a template and a seismic signal and reconcile theoretical expectations with empirical data. We further suggest a trigger threshold for cross correlation detection algorithms
Big Data Solution for CTBT Monitoring Using Global Cross Correlation
NASA Astrophysics Data System (ADS)
Gaillard, P.; Bobrov, D.; Dupont, A.; Grenouille, A.; Kitov, I. O.; Rozhkov, M.
2014-12-01
Due to the mismatch between data volume and the performance of the Information Technology infrastructure used in seismic data centers, it becomes more and more difficult to process all the data with traditional applications in a reasonable elapsed time. To fulfill their missions, the International Data Centre of the Comprehensive Nuclear-Test-Ban Treaty Organization (CTBTO/IDC) and the Département Analyse Surveillance Environnement of Commissariat à l'Energie atomique et aux énergies alternatives (CEA/DASE) collect, process and produce complex data sets whose volume is growing exponentially. In the medium term, computer architectures, data management systems and application algorithms will require fundamental changes to meet the needs. This problem is well known and identified as a "Big Data" challenge. To tackle this major task, the CEA/DASE takes part during two years to the "DataScale" project. Started in September 2013, DataScale gathers a large set of partners (research laboratories, SMEs and big companies). The common objective is to design efficient solutions using the synergy between Big Data solutions and the High Performance Computing (HPC). The project will evaluate the relevance of these technological solutions by implementing a demonstrator for seismic event detections thanks to massive waveform correlations. The IDC has developed an expertise on such techniques leading to an algorithm called "Master Event" and provides a high-quality dataset for an extensive cross correlation study. The objective of the project is to enhance the Master Event algorithm and to reanalyze 10 years of waveform data from the International Monitoring System (IMS) network thanks to a dedicated HPC infrastructure operated by the "Centre de Calcul Recherche et Technologie" at the CEA of Bruyères-le-Châtel. The dataset used for the demonstrator includes more than 300,000 seismic events, tens of millions of raw detections and more than 30 terabytes of continuous seismic data
Multi-scale Analysis of DSCOVR Data Using Wavelet Cross Correlation
NASA Astrophysics Data System (ADS)
Hegedus, A. M.; Kasper, J. C.; Stevens, M. L.; Alterman, B. L.; Case, A. W.; Szabo, A.; Koval, A.
2015-12-01
The Deep Space Climate Observatory (DSCOVR), launched February 11th 2015, makes the fastest combined measurements of solar wind magnetic field vectors and ion velocity distribution functions ever. These data allow us to search for correlation between ion and magnetic field fluctuations at kinetic ion scales for the first time. We present first results of a wavelet correlation analysis, which allows us to search for wave-particle interactions while accounting for different sampling cadences and data gaps. Using different wavelet algorithms we circumvent these issues and decompose the covariance and correlation between these two data streams on a scale by scale basis. We then generalize these quantities to wavelet cross-correlation and cross-covariance to identify interactions between charged particles and magnetic fields on kinetic scales. The techniques developed in this work will be directly applicable to plasma and magnetic field observations in the corona on the upcoming Solar Probe Plus mission.
NASA Technical Reports Server (NTRS)
Kaufman, Y. J.; Gitelson, A.; Karnieli, A.; Ganor, E. (Editor); Fraser, R. S.; Nakajima, T.; Mattoo, S.; Holben, B. N.
1994-01-01
Ground-based measurements of the solar transmission and sky radiance in a horizontal plane through the Sun are taken in several geographical regions and aerosol types: dust in a desert transition zone in Israel, sulfate particles in Eastern and Western Europe, tropical aerosol in Brazil, and mixed continental/maritime aerosol in California. Stratospheric aerosol was introduced after the eruption of Mount Pinatubo in June 1991. Therefore measurements taken before the eruption are used to analyze the properties of tropospheric aerosol; measurements from 1992 are also used to detect the particle size and concentration of stratospheric aerosol. The measurements are used to retrieve the size distribution and the scattering phase function at large scattering angles of the undisturbed aerosol particles. The retrieved properties represent an average on the entire atmospheric column. A comparison between the retrieved phase function for a scattering angle of 120 deg, with phase function predicted from the retrieved size distribution, is used to test the assumption of particle homogeneity and sphericity in radiative transfer models (Mie theory). The effect was found to be small (20% +/- 15%). For the stratospheric aerosol (sulfates), as expected, the phase function was very well predicted using the Mie theory. A model with a power law distribution, based on the spectral dependence of the optical thickness, alpha, cannot estimate accurately the phase function (up to 50% error for lambda = 0.87 microns). Before the Pinatubo eruption the ratio between the volumes of sulfate and coarse particles was very well correlated with alpha. The Pinatubo stratospheric aerosol destroyed this correlation. The aerosol optical properties are compared with analysis of the size, shape, and composition of the individual particles by electron microscopy of in situ samples. The measured volume size distribution before the injection of stratospheric aerosol consistently show two modes, sulfate
Gong, S.; Labanca, I.; Rech, I.; Ghioni, M.
2014-10-15
Fluorescence correlation spectroscopy (FCS) is a well-established technique to study binding interactions or the diffusion of fluorescently labeled biomolecules in vitro and in vivo. Fast FCS experiments require parallel data acquisition and analysis which can be achieved by exploiting a multi-channel Single Photon Avalanche Diode (SPAD) array and a corresponding multi-input correlator. This paper reports a 32-channel FPGA based correlator able to perform 32 auto/cross-correlations simultaneously over a lag-time ranging from 10 ns up to 150 ms. The correlator is included in a 32 × 1 SPAD array module, providing a compact and flexible instrument for high throughput FCS experiments. However, some inherent features of SPAD arrays, namely afterpulsing and optical crosstalk effects, may introduce distortions in the measurement of auto- and cross-correlation functions. We investigated these limitations to assess their impact on the module and evaluate possible workarounds.
Gong, S.; Labanca, I.; Rech, I.; Ghioni, M.
2014-01-01
Fluorescence correlation spectroscopy (FCS) is a well-established technique to study binding interactions or the diffusion of fluorescently labeled biomolecules in vitro and in vivo. Fast FCS experiments require parallel data acquisition and analysis which can be achieved by exploiting a multi-channel Single Photon Avalanche Diode (SPAD) array and a corresponding multi-input correlator. This paper reports a 32-channel FPGA based correlator able to perform 32 auto/cross-correlations simultaneously over a lag-time ranging from 10 ns up to 150 ms. The correlator is included in a 32 × 1 SPAD array module, providing a compact and flexible instrument for high throughput FCS experiments. However, some inherent features of SPAD arrays, namely afterpulsing and optical crosstalk effects, may introduce distortions in the measurement of auto- and cross-correlation functions. We investigated these limitations to assess their impact on the module and evaluate possible workarounds. PMID:25362365
Cross-correlations between crude oil and exchange markets for selected oil rich economies
NASA Astrophysics Data System (ADS)
Li, Jianfeng; Lu, Xinsheng; Zhou, Ying
2016-07-01
Using multifractal detrended cross-correlation analysis (MF-DCCA), this paper studies the cross-correlation behavior between crude oil market and five selected exchange rate markets. The dataset covers the period of January 1,1996-December 31,2014, and contains 4,633 observations for each of the series, including daily closing prices of crude oil, Australian Dollars, Canadian Dollars, Mexican Pesos, Russian Rubles, and South African Rand. Our empirical results obtained from cross-correlation statistic and cross-correlation coefficient have confirmed the existence of cross-correlations, and the MF-DCCA results have demonstrated a strong multifractality between cross-correlated crude oil market and exchange rate markets in both short term and long term. Using rolling window analysis, we have also found the persistent cross-correlations between the exchange rates and crude oil returns, and the cross-correlation scaling exponents exhibit volatility during some time periods due to its sensitivity to sudden events.
Multifractal detrended cross-correlations between the Chinese exchange market and stock market
NASA Astrophysics Data System (ADS)
Cao, Guangxi; Xu, Longbing; Cao, Jie
2012-10-01
Based on the daily price data of the Chinese Yuan (RMB)/US dollar exchange rate and the Shanghai Stock Composite Index, we conducted an empirical analysis of the cross-correlations between the Chinese exchange market and stock market using the multifractal cross-correlation analysis method. The results demonstrate the overall significance of the cross-correlation based on the analysis of a statistic. Multifractality exists in cross-correlations, and the cross-correlated behavior of small fluctuations is more persistent than that of large fluctuations. Moreover, using the rolling windows method, we find that the cross-correlations between the Chinese exchange market and stock market vary with time and are especially sensitive to the reform of the RMB exchange rate regime. The previous reduction in the flexibility of the RMB exchange rate in July 2008 strengthened the persistence of cross-correlations and decreased the degree of multifractality, whereas the enhancement of the flexibility of the RMB exchange rate in June 2010 weakened the persistence of cross-correlations and increased the multifractality. Finally, several relevant discussions are provided to verify the robustness of our empirical analysis.
An analysis of the intrinsic cross-correlations between API and meteorological elements using DPCCA
NASA Astrophysics Data System (ADS)
Shen, Chen-hua; Li, Cao-ling
2016-03-01
In order to reveal the intrinsic cross-correlations between air pollution index (API) records and synchronously meteorological elements data, the detrended partial cross-correlation (DPCC) coefficients are analyzed using a detrended partial cross-correlation analysis (DPCCA). DPCC coefficients for different spatial locations and seasons are calculated and compared. The results show that DPCCA can uncover intrinsic cross-correlations between API and meteorological elements, and most of their interactional mechanisms can be explained. DPCC coefficients are either positive or negative, and vary with spatial locations and seasons, with consistently interactional mechanisms. More remarkable, we find that detrended cross-correlation analysis can present the cross-correlations between the fluctuations in two nonstationary time series, but this cross-correlation does not always fully reflect the interactional mechanism for the original time series. Despite this, DPCCA is recommended as a comparatively reliable method for revealing intrinsic cross-correlations between API and meteorological elements, and it can also be useful for our understanding of their interactional mechanisms.
Cross-correlations between price and volume in Chinese gold markets
NASA Astrophysics Data System (ADS)
Ruan, Qingsong; Jiang, Wei; Ma, Guofeng
2016-06-01
We apply the multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlation behaviors between price and volume in Chinese gold spot and futures markets. Qualitatively, we find that the price and volume series are significantly cross-correlated using the cross-correlation test statistics Qcc(m) and the ρDCCA coefficients. Quantitatively, by employing the MF-DCCA analysis, we find that there is a power-law cross-correlation and significant multifractal features between price and volume in gold spot and futures markets. Furthermore, by comparing the multifractality of the original series to the shuffled and surrogated series, we find that, for the gold spot market, the main contribution of multifractality is fat-tail distribution; for the gold futures market, both long-range correlations and fat-tail distributions play important roles in the contribution of multifractality. Finally, by employing the method of rolling windows, we undertake further investigation into the time-varying features of the cross-correlations between price and volume. We find that for both spot and futures markets, the cross-correlations are anti-persistent in general. In the short term, the cross-correlation shows obvious fluctuations due to exogenous shocks while, in the long term, the relationship tends to be at a metastable level due to the dynamic mechanism.
NASA Astrophysics Data System (ADS)
Yueh, Simon; Tang, Wenqing; Fore, Alexander; Hayashi, Akiko; Song, Yuhe T.; Lagerloef, Gary
2014-08-01
This paper describes the updated Combined Active-Passive (CAP) retrieval algorithm for simultaneous retrieval of surface salinity and wind from Aquarius' brightness temperature and radar backscatter. Unlike the algorithm developed by Remote Sensing Systems (RSS), implemented in the Aquarius Data Processing System (ADPS) to produce Aquarius standard products, the Jet Propulsion Laboratory's CAP algorithm does not require monthly climatology SSS maps for the salinity retrieval. Furthermore, the ADPS-RSS algorithm fully uses the National Center for Environmental Predictions (NCEP) wind for data correction, while the CAP algorithm uses the NCEP wind only as a constraint. The major updates to the CAP algorithm include the galactic reflection correction, Faraday rotation, Antenna Pattern Correction, and geophysical model functions of wind or wave impacts. Recognizing the limitation of geometric optics scattering, we improve the modeling of the reflection of galactic radiation; the results are better salinity accuracy and significantly reduced ascending-descending bias. We assess the accuracy of CAP's salinity by comparison with ARGO monthly gridded salinity products provided by the Asia-Pacific Data-Research Center (APDRC) and Japan Agency for Marine-Earth Science and Technology (JAMSTEC). The RMS differences between Aquarius CAP and APDRC's or JAMSTEC's ARGO salinities are less than 0.2 psu for most parts of the ocean, except for the regions in the Intertropical Convergence Zone, near the outflow of major rivers and at high latitudes.
Siegle, Joshua H; Wilson, Matthew A
2014-01-01
Assessing the behavioral relevance of the hippocampal theta rhythm has proven difficult, due to a shortage of experiments that selectively manipulate phase-specific information processing. Using closed-loop stimulation, we triggered inhibition of dorsal CA1 at specific phases of the endogenous theta rhythm in freely behaving mice. This intervention enhanced performance on a spatial navigation task that requires the encoding and retrieval of information related to reward location on every trial. In agreement with prior models of hippocampal function, the behavioral effects depended on both the phase of theta and the task segment at which we stimulated. Stimulation in the encoding segment enhanced performance when inhibition was triggered by the peak of theta. Conversely, stimulation in the retrieval segment enhanced performance when inhibition was triggered by the trough of theta. These results suggest that processes related to the encoding and retrieval of task-relevant information are preferentially active at distinct phases of theta.DOI: http://dx.doi.org/10.7554/eLife.03061.001. PMID:25073927
Siegle, Joshua H; Wilson, Matthew A
2014-01-01
Assessing the behavioral relevance of the hippocampal theta rhythm has proven difficult, due to a shortage of experiments that selectively manipulate phase-specific information processing. Using closed-loop stimulation, we triggered inhibition of dorsal CA1 at specific phases of the endogenous theta rhythm in freely behaving mice. This intervention enhanced performance on a spatial navigation task that requires the encoding and retrieval of information related to reward location on every trial. In agreement with prior models of hippocampal function, the behavioral effects depended on both the phase of theta and the task segment at which we stimulated. Stimulation in the encoding segment enhanced performance when inhibition was triggered by the peak of theta. Conversely, stimulation in the retrieval segment enhanced performance when inhibition was triggered by the trough of theta. These results suggest that processes related to the encoding and retrieval of task-relevant information are preferentially active at distinct phases of theta. DOI: http://dx.doi.org/10.7554/eLife.03061.001 PMID:25073927
RECONSTRUCTING REDSHIFT DISTRIBUTIONS WITH CROSS-CORRELATIONS: TESTS AND AN OPTIMIZED RECIPE
Matthews, Daniel J.; Newman, Jeffrey A. E-mail: janewman@pitt.ed
2010-09-20
Many of the cosmological tests to be performed by planned dark energy experiments will require extremely well-characterized photometric redshift measurements. Current estimates for cosmic shear are that the true mean redshift of the objects in each photo-z bin must be known to better than 0.002(1 + z), and the width of the bin must be known to {approx}0.003(1 + z) if errors in cosmological measurements are not to be degraded significantly. A conventional approach is to calibrate these photometric redshifts with large sets of spectroscopic redshifts. However, at the depths probed by Stage III surveys (such as DES), let alone Stage IV (LSST, JDEM, and Euclid), existing large redshift samples have all been highly (25%-60%) incomplete, with a strong dependence of success rate on both redshift and galaxy properties. A powerful alternative approach is to exploit the clustering of galaxies to perform photometric redshift calibrations. Measuring the two-point angular cross-correlation between objects in some photometric redshift bin and objects with known spectroscopic redshift, as a function of the spectroscopic z, allows the true redshift distribution of a photometric sample to be reconstructed in detail, even if it includes objects too faint for spectroscopy or if spectroscopic samples are highly incomplete. We test this technique using mock DEEP2 Galaxy Redshift survey light cones constructed from the Millennium Simulation semi-analytic galaxy catalogs. From this realistic test, which incorporates the effects of galaxy bias evolution and cosmic variance, we find that the true redshift distribution of a photometric sample can, in fact, be determined accurately with cross-correlation techniques. We also compare the empirical error in the reconstruction of redshift distributions to previous analytic predictions, finding that additional components must be included in error budgets to match the simulation results. This extra error contribution is small for surveys that
Model-based cross-correlation search for gravitational waves from Scorpius X-1
NASA Astrophysics Data System (ADS)
Whelan, John T.; Sundaresan, Santosh; Zhang, Yuanhao; Peiris, Prabath
2015-05-01
We consider the cross-correlation search for periodic gravitational waves and its potential application to the low-mass x-ray binary Sco X-1. This method coherently combines data not only from different detectors at the same time, but also data taken at different times from the same or different detectors. By adjusting the maximum allowed time offset between a pair of data segments to be coherently combined, one can tune the method to trade off sensitivity and computing costs. In particular, the detectable signal amplitude scales as the inverse fourth root of this coherence time. The improvement in amplitude sensitivity for a search with a maximum time offset of one hour, compared with a directed stochastic background search with 0.25-Hz-wide bins, is about a factor of 5.4. We show that a search of one year of data from the Advanced LIGO and Advanced Virgo detectors with a coherence time of one hour would be able to detect gravitational waves from Sco X-1 at the level predicted by torque balance over a range of signal frequencies from 30 to 300 Hz; if the coherence time could be increased to ten hours, the range would be 20 to 500 Hz. In addition, we consider several technical aspects of the cross-correlation method: We quantify the effects of spectral leakage and show that nearly rectangular windows still lead to the most sensitive search. We produce an explicit parameter-space metric for the cross-correlation search, in general, and as applied to a neutron star in a circular binary system. We consider the effects of using a signal template averaged over unknown amplitude parameters: The quantity to which the search is sensitive is a given function of the intrinsic signal amplitude and the inclination of the neutron-star rotation axis to the line of sight, and the peak of the expected detection statistic is systematically offset from the true signal parameters. Finally, we describe the potential loss of signal-to-noise ratio due to unmodeled effects such as signal
Pozzi, Paolo; Sironi, Laura; D'Alfonso, Laura; Bouzin, Margaux; Collini, Maddalena; Chirico, Giuseppe; Pallavicini, Piersandro; Cotelli, Franco; Foglia, Efrem A
2014-06-01
Biomedical issues in vasculogenesis and cardiogenesis require methods to follow hemodynamics with high spatial (micrometers) and time (milliseconds) resolution. At the same time, we need to follow relevant morphogenetic processes on large fields of view. Fluorescence cross-correlation spectroscopy coupled to scanning or wide-field microscopy meets these needs but has limited flexibility in the excitation pattern. To overcome this limitation, we develop here a two-photon two-spots setup coupled to an all-reflective near-infrared (NIR) optimized scanning system and to an electron multiplying charge-coupled device. Two NIR laser spots are spaced at adjustable micron-size distances (1 to 50 μm) by means of a Twyman-Green interferometer and repeatedly scanned on the sample, allowing acquisition of information on flows at 4 ms-3 μm time-space resolution in parallel on an extended field of view. We analyze the effect of nonhomogeneous and variable flow on the cross-correlation function by numerical simulations and show exemplary application of this setup in studies of blood flow in zebrafish embryos in vivo. By coupling the interferometer with the scanning mirrors and by computing the cross-correlation function of fluorescent red blood cells, we are able to map speed patterns in embryos' vessels. PMID:24946713
On the Balancing of the SMOS Ocean Salinity Retrieval Cost Function
NASA Astrophysics Data System (ADS)
Sabia, R.; Camps, A.; Portabella, M.; Talone, M.; Ballabrera, J.; Gourrion, J.; Gabarró, C.; Aretxabaleta, A. L.; Font, J.
2009-04-01
The Soil Moisture and Ocean Salinity (SMOS) mission will be launched in mid 2009 to provide synoptic sea surface salinity (SSS) measurements with good temporal resolution [1]. To obtain a proper estimation of the SSS fields derived from the multi-angular brightness temperatures (TB) measured by the Microwave Interferometric Radiometer by Aperture Synthesis (MIRAS) sensor, a comprehensive inversion procedure has been defined [2]. Nevertheless, several salinity retrieval issues remain critical, namely: 1) Scene-dependent bias in the simulated TBs, 2) L-band forward geophysical model function definition, 3) Auxiliary data uncertainties, 4) Constraints in the cost function (inversion), especially in salinity term, and 5) Adequate spatio-temporal averaging. These issues will have to be properly addressed in order to meet the proposed accuracy requirement of the mission: a demanding 0.1 psu (practical salinity units) after averaging in a 30-day and 2°x2° spatio-temporal boxes. The salinity retrieval cost function minimizes the difference between the multi-angular measured SMOS TBs (yet simulated, so far) and the modeled TBs, weighted by the corresponding radiometric noise of the measurements. Furthermore, due to the fact that the minimization problem is both non-linear and ill-posed, background reference terms are needed to nudge the solution and ensuring convergence at the same time [3]. Constraining terms in SSS, sea surface temperature (SST) and wind speed are considered with their respective uncertainties. Moreover, whether SSS constraints have to be included or not as part of the retrieval procedure is still a matter of debate. On one hand, neglecting background reference information on SSS might prevent from retrieving salinity with the prescribed accuracy or at least within reasonable error. Conversely, including constraints in SSS, relying for instance on the climatology, may force the retrieved value to be too close to the reference prior values, thus
NASA Astrophysics Data System (ADS)
Wang, Fang; Liao, Gui-ping; Li, Jian-hui; Zou, Rui-biao; Shi, Wen
2013-03-01
A novel method, which we called the analogous multifractal cross-correlation analysis, is proposed in this paper to study the multifractal behavior in the power-law cross-correlation between price and load in California electricity market. In addition, a statistic ρAMF -XA, which we call the analogous multifractal cross-correlation coefficient, is defined to test whether the cross-correlation between two given signals is genuine or not. Our analysis finds that both the price and load time series in California electricity market express multifractal nature. While, as indicated by the ρAMF -XA statistical test, there is a huge difference in the cross-correlation behavior between the years 1999 and 2000 in California electricity markets.
Asymmetric multiscale detrended cross-correlation analysis of financial time series.
Yin, Yi; Shang, Pengjian
2014-09-01
We propose the asymmetric multiscale detrended cross-correlation analysis (MS-ADCCA) method and apply MS-ADCCA method to explore the existence of asymmetric cross-correlation for daily price returns in US and Chinese stock markets and to assess the properties of these asymmetric cross-correlations. The results all show the existences of asymmetric cross-correlations, while small asymmetries at small scales and larger asymmetries at larger scales are also displayed. There is a strong similarity between S&P500 and DJI, and we reveal that the asymmetries depend more on the cross-correlations of S&P500 vs. DJI, S&P500 vs. NQCI, DJI vs. NQCI, and ShangZheng vs. ShenCheng when the market is falling than rising, respectively. By comparing the spectra of S&P500 vs. NQCI and DJI vs. NQCI with uptrends and downtrends, we detect some new characteristics which lead to some new conclusions. Likewise, some new conclusions also can be drawn by the new characteristics displayed through the comparison between the spectra of ShangZheng vs. HSI and ShenCheng vs. HSI. Obviously, we conclude that although the overall spectra are similar and one market has the same effect when it is rising and falling in the study of asymmetric cross-correlations between it and different markets, the cross-correlations and asymmetries on the trends of the different markets are all different. MS-ADCCA method can detect the differences on the asymmetric cross-correlations by different trends of markets. Moreover, the uniqueness of cross-correlation between NQCI and HSI can be detected in the study of the asymmetric cross-correlations, which confirms that HSI is unique in the Chinese stock markets and NQCI is unique in the US stock markets further. PMID:25273179
Asymmetric multiscale detrended cross-correlation analysis of financial time series
NASA Astrophysics Data System (ADS)
Yin, Yi; Shang, Pengjian
2014-09-01
We propose the asymmetric multiscale detrended cross-correlation analysis (MS-ADCCA) method and apply MS-ADCCA method to explore the existence of asymmetric cross-correlation for daily price returns in US and Chinese stock markets and to assess the properties of these asymmetric cross-correlations. The results all show the existences of asymmetric cross-correlations, while small asymmetries at small scales and larger asymmetries at larger scales are also displayed. There is a strong similarity between S&P500 and DJI, and we reveal that the asymmetries depend more on the cross-correlations of S&P500 vs. DJI, S&P500 vs. NQCI, DJI vs. NQCI, and ShangZheng vs. ShenCheng when the market is falling than rising, respectively. By comparing the spectra of S&P500 vs. NQCI and DJI vs. NQCI with uptrends and downtrends, we detect some new characteristics which lead to some new conclusions. Likewise, some new conclusions also can be drawn by the new characteristics displayed through the comparison between the spectra of ShangZheng vs. HSI and ShenCheng vs. HSI. Obviously, we conclude that although the overall spectra are similar and one market has the same effect when it is rising and falling in the study of asymmetric cross-correlations between it and different markets, the cross-correlations and asymmetries on the trends of the different markets are all different. MS-ADCCA method can detect the differences on the asymmetric cross-correlations by different trends of markets. Moreover, the uniqueness of cross-correlation between NQCI and HSI can be detected in the study of the asymmetric cross-correlations, which confirms that HSI is unique in the Chinese stock markets and NQCI is unique in the US stock markets further.
NASA Astrophysics Data System (ADS)
Vassallo, Maurizio; Festa, Gaetano; Bobbio, Antonella; Serra, Marcello
2016-06-01
We extracted the Green's functions from cross correlation of ambient noise recorded at broadband stations located across the Apennine belt, Southern Italy. Continuous records at 26 seismic stations acquired for 3 years were analyzed. We found the emergence of surface waves in the whole range of the investigated distances (10-140 km) with energy confined in the frequency band 0.04-0.09 Hz. This phase reproduces Rayleigh waves generated by earthquakes in the same frequency range. Arrival time of Rayleigh waves was picked at all the couples of stations to obtain the average group velocity along the path connecting the two stations. The picks were inverted in separated frequency bands to get group velocity maps then used to obtain an S wave velocity model. Penetration depth of the model ranges between 12 and 25 km, depending on the velocity values and on the depth of the interfaces, here associated to strong velocity gradients. We found a low-velocity anomaly in the region bounded by the two main faults that generated the 1980, M 6.9 Irpinia earthquake. A second anomaly was retrieved in the southeast part of the region and can be ascribed to a reminiscence of the Adria slab under the Apennine Chain.
NASA Technical Reports Server (NTRS)
Wang, Menghua; Gordon, Howard R.
1993-01-01
Based on the fact that the part of downward radiance that depends on the optical properties of the aerosol in the atmosphere can be extracted from the measured sky radiance, a new scheme for retrieval of the aerosol phase function and the single-scattering albedo over the ocean is developed. This retrieval algorithm is tested with simulations for several cases. It is found that the retrieved aerosol phase function and the single-scattering albedo are virtually error-free if the vertical structure of the atmosphere is known and if the sky radiance and the aerosol optical thickness can be measured accurately. The robustness of the algorithm in realistic situations, in which the measurements are contaminated by calibration errors or noise, is examined. It is found that the retrieved value of omega(0) is usually in error by less than about 10 percent, and the phase function is accurately retrieved for theta less than about 90 deg. However, as the aerosol optical thickness becomes small, e.g., less than about 0.1, errors in the sky radiance measurement can lead to serious problems with the retrieval algorithm, especially in the blue. The use of the retrieval scheme should be limited to the red and near IR when the aerosol optical thickness is small.
NASA Astrophysics Data System (ADS)
Timashev, Serge F.; Panischev, Oleg Yu.; Polyakov, Yuriy S.; Demin, Sergey A.; Kaplan, Alexander Ya.
2012-02-01
We apply flicker-noise spectroscopy (FNS), a time series analysis method operating on structure functions and power spectrum estimates, to study the clinical electroencephalogram (EEG) signals recorded in children/adolescents (11 to 14 years of age) with diagnosed schizophrenia-spectrum symptoms at the National Center for Psychiatric Health (NCPH) of the Russian Academy of Medical Sciences. The EEG signals for these subjects were compared with the signals for a control sample of chronically depressed children/adolescents. The purpose of the study is to look for diagnostic signs of subjects' susceptibility to schizophrenia in the FNS parameters for specific electrodes and cross-correlations between the signals simultaneously measured at different points on the scalp. Our analysis of EEG signals from scalp-mounted electrodes at locations F3 and F4, which are symmetrically positioned in the left and right frontal areas of cerebral cortex, respectively, demonstrates an essential role of frequency-phase synchronization, a phenomenon representing specific correlations between the characteristic frequencies and phases of excitations in the brain. We introduce quantitative measures of frequency-phase synchronization and systematize the values of FNS parameters for the EEG data. The comparison of our results with the medical diagnoses for 84 subjects performed at NCPH makes it possible to group the EEG signals into 4 categories corresponding to different risk levels of subjects' susceptibility to schizophrenia. We suggest that the introduced quantitative characteristics and classification of cross-correlations may be used for the diagnosis of schizophrenia at the early stages of its development.
Wavelet-based cross-correlation analysis of structure scaling in turbulent clouds
NASA Astrophysics Data System (ADS)
Arshakian, Tigran G.; Ossenkopf, Volker
2016-01-01
Aims: We propose a statistical tool to compare the scaling behaviour of turbulence in pairs of molecular cloud maps. Using artificial maps with well-defined spatial properties, we calibrate the method and test its limitations to apply it ultimately to a set of observed maps. Methods: We develop the wavelet-based weighted cross-correlation (WWCC) method to study the relative contribution of structures of different sizes and their degree of correlation in two maps as a function of spatial scale, and the mutual displacement of structures in the molecular cloud maps. Results: We test the WWCC for circular structures having a single prominent scale and fractal structures showing a self-similar behaviour without prominent scales. Observational noise and a finite map size limit the scales on which the cross-correlation coefficients and displacement vectors can be reliably measured. For fractal maps containing many structures on all scales, the limitation from observational noise is negligible for signal-to-noise ratios ≳5. We propose an approach for the identification of correlated structures in the maps, which allows us to localize individual correlated structures and recognize their shapes and suggest a recipe for recovering enhanced scales in self-similar structures. The application of the WWCC to the observed line maps of the giant molecular cloud G 333 allows us to add specific scale information to the results obtained earlier using the principal component analysis. The WWCC confirms the chemical and excitation similarity of 13CO and C18O on all scales, but shows a deviation of HCN at scales of up to 7 pc. This can be interpreted as a chemical transition scale. The largest structures also show a systematic offset along the filament, probably due to a large-scale density gradient. Conclusions: The WWCC can compare correlated structures in different maps of molecular clouds identifying scales that represent structural changes, such as chemical and phase transitions
Skyglow: a retrieval of the approximate radiant intensity function of ground-based light sources
NASA Astrophysics Data System (ADS)
Kocifaj, M.; Solano Lamphar, H. A.
2014-04-01
The angular distribution of the light emitted from a city is an important source of information about public lighting systems and it also plays a key role in modelling the skyglow. Usually, the upwardly directed radiation is characterized through a parametrized emission function - a semi-empirical approach as a reasonable approximation that allows for fast computations. However, theoretical or experimental retrievals of emission characteristics are extremely difficult to obtain because of both the complexity of radiative transfer methods and/or the lack of highly specialized measuring devices. Our research has been conducted with the specific objective to identify an efficient theoretical technique for retrieval of the emission pattern of ground-based light sources in order to determine the optimum values of the scaling parameters of the Garstang function. In particular, the input data involve the zenith luminance or radiance with horizontal illuminance or irradiance. Theoretical ratios of zenith luminance LV(0) to horizontal illuminance DV are calculated for a set of distances d that separate a hypothetical observer from the light source (a city or town). This approach is advantageous because inexpensive traditional equipment can be used to obtain the mean values of the Garstang parameters. Furthermore, it can also be applied to other parametrizable emission functions and to any measuring site, even one with a masked horizon.
Smart Polyacrylonitrile (PAN) Nanofibers with Thermal Energy Storage and Retrieval Functionality
NASA Astrophysics Data System (ADS)
Cherry, De'Andre James
Phase change materials (PCMs) are generally substances with a high heat of fusion in the process of solid to liquid phase change. The nature of PCMs make them efficient materials to store and retrieve large amounts of thermal energy. Presently, high efficiency thermal energy storage/retrieval in applications where flexibility and space saving are required, such as smart textiles, still remains as a challenge. In this study, lauric acid (LA) and myristic acid (MA) were combined to prepare a specific binary fatty acid eutectic (LA-MA) with a melting point near the operating body temperature of a human being and then encapsulated in polyacrylonitrile (PAN) nanofibers through the electrospinning technique. Functionalized PCM-enhanced PAN nanofibers containing LA-MA at 30%, 50%, 70% and 100% of the weight of the PAN were successfully synthesized. The morphological structures and thermal energy storage capacity of the PCM-enhanced PAN nanofibers were characterized by electron microscopy (EM) and differential scanning calorimetry (DSC). The novel PCM-enhanced PAN nanofibers maintained their cylindrical fiber morphology after multiple heating-cooling cycles and retained their latent heat storage functionality. Thus, it is envisioned that the prepared PCM-enhanced PAN nanofibers will find use in applications such as smart textiles where temperature regulation functionality is required.
Wang, Zhuo; Bradesi, Sylvie; Charles, Jonathan R; Pang, Raina D; Maarek, Jean-Michel I; Mayer, Emeran A; Holschneider, Daniel P
2011-12-01
This study assessed functional brain activation in rats during expectation of visceral pain. Male rats were trained in step-down passive avoidance (PA) for 2 days. Upon stepping down from a platform, conditioned animals received noxious colorectal distension delivered through a colorectal balloon, whereas the balloon in control rats remained uninflated. On day 3, PA behavior was assessed while [(14)C]-iodoantipyrine was infused intravenously, followed by immediate euthanasia. Regional cerebral blood flow-related tissue radioactivity (rCBF) was analyzed by statistical parametric mapping using 3-dimensional brains reconstructed from autoradiographic brain slice images. Associated with retrieved PA behavior, conditioned rats compared with control subjects showed increases in rCBF in sensory (anterior insula, somatosensory cortex), limbic/paralimbic regions (anterior cingulate, prelimbic cortex, amygdala), all regions previously reported to show activation during acute visceral pain. Increases in rCBF were also noted in the dorsal hippocampus, nucleus accumbens, and caudate putamen, regions associated with retrieval of PA. Organization of the underlying brain network was further delineated by functional connectivity analysis. This revealed in conditioned rats a strongly and positively connected corticostriatal cluster (cingulate, prelimbic cortex, caudate putamen). The amygdala and cerebellar hemispheres formed another positively connected cluster, which was negatively connected with the corticostriatal cluster, suggesting corticolimbic modulation. Prelimbic cortex, nucleus accumbens, and anterior insula emerged in conditioned animals as hubs. Our results show that during retrieval of PA, brain areas implicated in PA expression as well as those implicated in acute visceral pain processing were recruited, in line with findings from human brain imaging studies on pain expectation. PMID:21944154
NASA Astrophysics Data System (ADS)
Bao, Pengyu; Yuan, Mei; Dong, Shaopeng; Song, Hao; Xue, Jingfeng
2013-01-01
As one of the most critical tasks in structural damage monitoring, real-time fatigue crack monitoring plays an important role in improving the durability of a structure. In this paper, an online fatigue crack detection method is investigated based on the fiber Bragg grating (FBG) crack monitoring test bed (FBG-CMTB). Aiming at detecting ultrasonic spread in the structure when the crack is growing, the spectrum cross-correlation analysis algorithm and the cross-correlation function sequence are two methods that we will investigate in detail. Considering the singularity characteristic of the crack detecting signals when crack initiates, the wavelet packet analysis method is applied for feature extraction and two damage factors, crack initiation factor (CIF) and crack propagation factor (CPF), are constructed for damage initiation and propagation degree identification. To analyze the efficiency of this method, this paper presents the comparison tests based on different sensors array, FBG and acoustic emission (AE). Experimental results shows a satisfactory performance of the proposed spectrum cross-correlation analysis (SCCA) and damage feature factors on the fatigue crack online monitoring.
NASA Astrophysics Data System (ADS)
Schaff, D. P.; Waldhauser, F.; Richards, P. G.
2003-12-01
In recent years substantial advances in earthquake location have realized one to two orders of magnitude improvement over seismically broad areas due to the complementary benefits of waveform cross correlation and double-difference (DD) relative location in reducing both measurement and velocity model errors respectively. We report on results from applying these techniques on a massive scale to locally recorded seismic data across all of Northern California and to regional and teleseismic data in China. We are in the process of performing 2.5 billion correlation measurements on 280,000 events in Northern California from 1984 to present. The waveforms comprise the entire digital archive at the NCEDC recorded by 900 short period vertical component stations totaling 225 GB of data. We use a correlation detector instead of a correlation function to allow lags greater than 1/2 of the window length (typically 1 to 2 s) to be searched. At station JST, which includes 35,000 events from Bay area faults such as the Hayward, the Calaveras, and the San Andreas faults, 40% of the events have at least one other event with cross correlation coefficients (CC) greater than 0.9 (62% for CC > 0.8, 77% for CC > 0.7). These percentages of similar events are surprisingly high, but they include known areas of repeating events on the Calaveras and San Andreas Faults. For a station in Long Valley Caldera recording 72,000 events, the distribution is 18% for CC > 0.9, 43% for CC > 0.8, and 67% for CC > 0.7. A station including 20,000 events in the different tectonic settings of Mendocino Triple Junction and Geysers Geothermal Fields has 16% of the events with CC > 0.9 with at least one other event, 32% have CC > 0.8, and 49% have CC > 0.7. The lower numbers of correlated events observed at the latter two stations most likely reflect the different faulting processes that take place in these areas, compared to the (mostly) strike-slip events recorded at JST. To improve the accuracy of inter
NASA Astrophysics Data System (ADS)
Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene
2015-06-01
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.
Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H Eugene
2015-06-01
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails. PMID:26172763
NASA Technical Reports Server (NTRS)
Cattrall, Christopher; Carder, Kendall L.; Gordon, Howard R.
2001-01-01
The single-scattering albedo and phase function of African mineral dust are retrieved from ground-based measurements of sky radiance collected in the Florida Keys. The retrieval algorithm employs the radiative transfer equation to solve by iteration for these two properties which best reproduce the observed sky radiance using an assumed aerosol vertical structure and measured aerosol optical depth. Thus, no assumptions regarding particle size, shape, or composition are required. The single-scattering albedo, presented at fourteen wavelengths between 380 and 870 nm, displays a spectral shape expected of iron-bearing minerals but is much higher than current dust models allow. This indicates the absorption of light by mineral dust is significantly overestimated in climate studies. Uncertainty in the retrieved albedo is less than 0.02 due to the small uncertainty in the solar-reflectance-based calibration (12.2%) method employed. The phase function retrieved at 860 nm is very robust under simulations of expected experimental errors, indicating retrieved phase functions at this wavelength may be confidently used to describe aerosol scattering characteristics. The phase function retrieved at 443 nm is very sensitive to expected experimental errors and should not be used to describe aerosol scattering. Radiative forcing by aerosol is the greatest source of uncertainty in current climate models. These results will help reduce uncertainty in the absorption of light by mineral dust. Assessment of the radiative impact of aerosol species is a key component to NASA's Earth System Enterprise.
X-ray cross-correlation analysis of the low-mass X-ray binary 4U 1636-53
NASA Astrophysics Data System (ADS)
Lei, Ya-Juan
2014-05-01
We analyze the cross-correlation function of the soft and hard X-rays of the atoll source 4U 1636-53 with RXTE data. The results show that the cross-correlations evolve along the different branches of the color-color diagram. At the lower left banana states, we have both positive and ambiguous correlations, and positive correlations are dominant for the lower banana and the upper banana states. The anti-correlation is detected at the top of the upper banana states. The cross-correlations of two atoll sources 4U 1735-44 and 4U 1608-52 have been studied in previous work, and the anti-correlations are detected at the lower left banana or the top of the upper banana states. Our results show that, in the 4U 1636-53, the distribution of the cross-correlations in the color-color diagram is similar to those of 4U 1735-44 and 4U 1608-52, and confirm further that the distribution of cross-correlations in color-color diagram could be correlated with the luminosity of the source.
NASA Astrophysics Data System (ADS)
Li, Junfeng; Xing, Da; Chen, Tongsheng; Liu, Jinfeng
2006-09-01
In this study, a novel method for the direct detection of GMP without amplified by the general method of PCR is firstly presented and proved by experiments. In our method, fluorescence correlation spectroscopy, cleaving nucleic acid by restriction endonuclease and two nucleic acid probe hybridization techniques are combined to distinguish the caulifiower mosaic virus (CaMV) 35S promoter and determine whether samples contain genetically modified components. The detection principle is as follows: firstly two restriction endonucleases FOKI and BsrDlare used to cleave the genomic DNA and the 169bp fragments of CaMV 35S promoter are retrieved; secondly, two nucleic acid probes labeled by Rhodamine Green and y5 dyes respectively hybridize with cleaved 169bp fragments of CaMV 35S promoter; thirdly, the hybridization products simultaneously with two dye-labeled probes are detected by fluorescence cross-correlation spectroscopy and GMP is distinguished. As the detection and analysis by FCS can be performed at the level of single molecule, there is no need for any type of amplification. Genetically modified tobaccos are measured by this method. The results indicate this method can detect CaMV 35S promoter of GMP exactly and the sensitivity can be down to 3.47X10 -10M. Because no any type of amplification is involved, this method can avoid the non-specffic amplification and false-positive problems of PCR, Due to its high-sensitivity, simplicity, reliability and little need for sample amounts, this method promises to be a highly effective detection method for GMP.
Electrical cross-correlation spectroscopy: measuring picoliter-per-minute flows in nanochannels.
Mathwig, Klaus; Mampallil, Dileep; Kang, Shuo; Lemay, Serge G
2012-09-14
We introduce all-electrical cross-correlation spectroscopy of molecular number fluctuations in nanofluidic channels. Our approach is based on a pair of nanogap electrochemical transducers located downstream from each other in the channel. When liquid is driven through this device, mesoscopic fluctuations in the local density of molecules are transported along the channel. We perform a time-of-flight measurement of these fluctuations by cross-correlating current-time traces obtained at the two detectors. Thereby we are able to detect ultralow liquid flow rates below 10 pL/min. This method constitutes the electrical equivalent of fluorescence cross-correlation spectroscopy. PMID:23005685
NASA Astrophysics Data System (ADS)
Ghosh, Dipak; Dutta, Srimonti; Chakraborty, Sayantan
2015-09-01
This paper reports a study on the cross-correlation between the electric bid price and SENSEX using Multifractal Detrended Cross-correlation Analysis (MF-DXA). MF-DXA is a very rigorous and robust technique for assessment of cross-correction between two non-linear time series. The study reveals power law cross-correlation between Market Clearing Price (MCP) and SENSEX which suggests that a change in the value of one can create a subjective change in the value of the other.
NASA Astrophysics Data System (ADS)
Krasnopolsky, V. M.; Breaker, L. C.; Gemmill, W. H.
1995-06-01
A single, extended-range neural network (SER NN) has been developed to model the transfer function for special sensor microwave imager (SSM/I) surface wind speed retrievals. Applied to data sets used in previous SSM/I wind speed retrieval studies, this algorithm yields a bias of 0.05 m/s and an rms difference of 1.65 m/s, compared to buoy observations. The accuracy of the SER NN for clear (low moisture) and cloudy (higher moisture/light rain) conditions equals the accuracy of NNs trained separately for each of these cases. A new moisture retrieval criterion based on a single, physically interpretable parameter, cloud liquid water, is proposed in conjunction with the SER NN. Using this retrieval criterion, (1) a moisture retrieval threshold for cloud liquid water of 0.5 kg/m2 was estimated, and (2) 40% of the data rejected by previous rain flags could be recovered. When the SER NN was trained using this retrieval criterion, a bias of 0.03 m/s and an rms value of 1.58 m/s were obtained and only 2% of the data were rejected. Also, a slight improvement in retrieval accuracy for cloudy conditions was achieved (˜10%) by including SSM/I brightness temperatures at 85 GHz. Finally, the limitations of NN algorithms are discussed in light of the present application.
NASA Astrophysics Data System (ADS)
Dong, Keqiang; Gao, You; Jing, Liming
2015-02-01
The presence of cross-correlation in complex systems has long been noted and studied in a broad range of physical applications. We here focus on an aero-engine system as an example of a complex system. By applying the detrended cross-correlation (DCCA) coefficient method to aero-engine time series, we investigate the effects of the data length and the time scale on the detrended cross-correlation coefficients ρ DCCA ( T, s). We then show, for a twin-engine aircraft, that the engine fuel flow time series derived from the left engine and the right engine exhibit much stronger cross-correlations than the engine exhaust-gas temperature series derived from the left engine and the right engine do.
Development of a New Class of Zero Cross Correlation Codes for Optical CDMA Systems
NASA Astrophysics Data System (ADS)
Rashidi, Che Bin Mohd; Aljunid, S. A.; Ghani, F.; Anuar, M. S.
2012-03-01
The paper presents a method for the development of a new class of zero cross correlation optical code for Optical Code Division Multiple Access (OCDMA) system using
Functional TCR retrieval from single antigen-specific human T cells reveals multiple novel epitopes.
Simon, Petra; Omokoko, Tana A; Breitkreuz, Andrea; Hebich, Lisa; Kreiter, Sebastian; Attig, Sebastian; Konur, Abdo; Britten, Cedrik M; Paret, Claudia; Dhaene, Karl; Türeci, Özlem; Sahin, Ugur
2014-12-01
The determination of the epitope specificity of disease-associated T-cell responses is relevant for the development of biomarkers and targeted immunotherapies against cancer, autoimmune, and infectious diseases. The lack of known T-cell epitopes and corresponding T-cell receptors (TCR) for novel antigens hinders the efficient development and monitoring of new therapies. We developed an integrated approach for the systematic retrieval and functional characterization of TCRs from single antigen-reactive T cells that includes the identification of epitope specificity. This is accomplished through the rapid cloning of full-length TCR-α and TCR-β chains directly from single antigen-specific CD8(+) or CD4(+) T lymphocytes. The functional validation of cloned TCRs is conducted using in vitro-transcribed RNA transfer for expression of TCRs in T cells and HLA molecules in antigen-presenting cells. This method avoids the work and bias associated with repetitive cycles of in vitro T-cell stimulation, and enables fast characterization of antigen-specific T-cell responses. We applied this strategy to viral and tumor-associated antigens (TAA), resulting in the retrieval of 56 unique functional antigen-specific TCRs from human CD8(+) and CD4(+) T cells (13 specific for CMV-pp65, 16 specific for the well-known TAA NY-ESO-1, and 27 for the novel TAA TPTE), which are directed against 39 different epitopes. The proof-of-concept studies with TAAs NY-ESO-1 and TPTE revealed multiple novel TCR specificities. Our approach enables the rational development of immunotherapy strategies by providing antigen-specific TCRs and immunogenic epitopes. PMID:25245536
NASA Astrophysics Data System (ADS)
Yin, Yi; Shang, Pengjian
2015-04-01
In this paper, we propose multiscale detrended cross-correlation analysis (MSDCCA) to detect the long-range power-law cross-correlation of considered signals in the presence of nonstationarity. For improving the performance and getting better robustness, we further introduce the empirical mode decomposition (EMD) to eliminate the noise effects and propose MSDCCA method combined with EMD, which is called MS-EDXA method, then systematically investigate the multiscale cross-correlation structure of the real traffic signals. We apply the MSDCCA and MS-EDXA methods to study the cross-correlations in three situations: velocity and volume on one lane, velocities on the present and the next moment and velocities on the adjacent lanes, and further compare their spectrums respectively. When the difference between the spectrums of MSDCCA and MS-EDXA becomes unobvious, there is a crossover which denotes the turning point of difference. The crossover results from the competition between the noise effects in the original signals and the intrinsic fluctuation of traffic signals and divides the plot of spectrums into two regions. In all the three case, MS-EDXA method makes the average of local scaling exponents increased and the standard deviation decreased and provides a relative stable persistent scaling cross-correlated behavior which gets the analysis more precise and more robust and improves the performance after noises being removed. Applying MS-EDXA method avoids the inaccurate characteristics of multiscale cross-correlation structure at the short scale including the spectrum minimum, the range for the spectrum fluctuation and general trend, which are caused by the noise in the original signals. We get the conclusions that the traffic velocity and volume are long-range cross-correlated, which is accordant to their actual evolution, while velocities on the present and the next moment and velocities on adjacent lanes reflect the strong cross-correlations both in temporal and
Multifractal Detrended Cross-Correlation Analysis for Large-Scale Warehouse-Out Behaviors
NASA Astrophysics Data System (ADS)
Yao, Can-Zhong; Lin, Ji-Nan; Zheng, Xu-Zhou
2015-09-01
Based on cross-correlation algorithm, we analyze the correlation property of warehouse-out quantity of different warehouses, respectively, and different products of each warehouse. Our study identifies that significant cross-correlation relationship for warehouse-out quantity exists among different warehouses and different products of a warehouse. Further, we take multifractal detrended cross-correlation analysis for warehouse-out quantity among different warehouses and different products of a warehouse. The results show that for the warehouse-out behaviors of total amount, different warehouses and different products of a warehouse significantly follow multifractal property. Specifically for each warehouse, the coupling relationships of rebar and wire rod reveal long-term memory characteristics, no matter for large fluctuation or small one. The cross-correlation effect on long-range memory property among warehouses probably has less to do with product types,and the long-term memory of YZ warehouse is greater than others especially in total amount and wire rod product. Finally, we shuffle and surrogate data to explore the source of multifractal cross-correlation property in logistics system. Taking the total amount of warehouse-out quantity as example, we confirm that the fat-tail distribution of warehouse-out quantity sequences is the main factor for multifractal cross-correlation. Through comparing the performance of the multifractal detrended cross-correlation analysis (MF-DCCA), centered multifractal detrending moving average cross-correlation analysis (MF-X-DMA) algorithms, the forward and backward MF-X-DMA algorithms, we find that the forward and backward MF-X-DMA algorithms exhibit a better performance than the other ones.
NASA Astrophysics Data System (ADS)
Voigt, Ingmar; Vitanovski, Dime; Ionasec, Razvan I.; Tsymal, Alexey; Georgescu, Bogdan; Zhou, Shaohua K.; Huber, Martin; Navab, Nassir; Hornegger, Joachim; Comaniciu, Dorin
2010-03-01
Disorders of the heart valves constitute a considerable health problem and often require surgical intervention. Recently various approaches were published seeking to overcome the shortcomings of current clinical practice,that still relies on manually performed measurements for performance assessment. Clinical decisions are still based on generic information from clinical guidelines and publications and personal experience of clinicians. We present a framework for retrieval and decision support using learning based discriminative distance functions and visualization of patient similarity with relative neighborhood graphsbased on shape and derived features. We considered two learning based techniques, namely learning from equivalence constraints and the intrinsic Random Forest distance. The generic approach enables for learning arbitrary user-defined concepts of similarity depending on the application. This is demonstrated with the proposed applications, including automated diagnosis and interventional suitability classification, where classification rates of up to 88.9% and 85.9% could be observed on a set of valve models from 288 and 102 patients respectively.
Local-scale cross-correlation of seismic noise from the Calico fault experiment
NASA Astrophysics Data System (ADS)
Zhang, Jian; Gerstoft, Peter
2014-06-01
Most studies of seismic noise cross-correlation (NCC) have focused on regional/continental scale imaging using empirical surface-wave Green's functions extracted from primary (0.05-0.08 Hz) and secondary (0.1-0.16 Hz) microseisms. In this work, we present the NCC results at higher frequencies (>0.5 Hz) from 6 months seismic noise recorded by a local array (~4 km aperture) deployed along the Calico fault in the Mojave Desert, California. Both fast and slow propagating waves are observed from the NCC record-sections. We compare the NCCs from sensor pairs that share a common sensor with the records of a borehole shot located very close to this common sensor. The result shows a good match of the slow surface-wave arrivals, indicating that the NCC method is able to recover unbiased surface-wave Green's functions at local scales. The strong body-wave NCC component is caused by the P waves generated offshore California. Along a SW-NE profile across the fault, we observe apparent P-wave arrivals and their reflections, which can be explained by a low-velocity-zone (LVZ) along the Calico fault. We calculate the LVZ width to be ~ 2.3 km, and the P-wave velocity reduction within the LVZ to be ~35 %. These estimates are consistent with other evidence for a relatively wide LVZ along the Calico fault.
Fault zone reverberations from cross-correlations of earthquake waveforms and seismic noise
NASA Astrophysics Data System (ADS)
Hillers, Gregor; Campillo, Michel
2016-03-01
Seismic wavefields interact with low-velocity fault damage zones. Waveforms of ballistic fault zone head waves, trapped waves, reflected waves and signatures of trapped noise can provide important information on structural and mechanical fault zone properties. Here we extend the class of observable fault zone waves and reconstruct in-fault reverberations or multiples in a strike-slip faulting environment. Manifestations of the reverberations are significant, consistent wave fronts in the coda of cross-correlation functions that are obtained from scattered earthquake waveforms and seismic noise recorded by a linear fault zone array. The physical reconstruction of Green's functions is evident from the high similarity between the signals obtained from the two different scattered wavefields. Modal partitioning of the reverberation wavefield can be tuned using different data normalization techniques. The results imply that fault zones create their own ambiance, and that the here reconstructed reverberations are a key seismic signature of wear zones. Using synthetic waveform modelling we show that reverberations can be used for the imaging of structural units by estimating the location, extend and magnitude of lateral velocity contrasts. The robust reconstruction of the reverberations from noise records suggests the possibility to resolve the response of the damage zone material to various external and internal loading mechanisms.
Baldissarro, Eleonora; Aquilani, Roberto; Boschi, Federica; Baiardi, Paola; Iadarola, Paolo; Fumagalli, Marco; Pasini, Evasio; Verri, Manuela; Dossena, Maurizia; Gambino, Arianna; Cammisuli, Sharon; Viglio, Simona
2016-01-01
It is not known whether postsurgery systemic inflammation and plasma amino acid abnormalities are still present during rehabilitation of individuals after elective hip arthroplasty (EHA). Sixty subjects (36 females; age 66.58 ± 8.37 years) were randomized to receive 14-day oral EAAs (8 g/day) or a placebo (maltodextrin). At admission to and discharge from the rehabilitation center, serum C-reactive protein (CRP) and venous plasma amino acid concentrations were determined. Post-EHA hip function was evaluated by Harris hip score (HHS) test. Ten matched healthy subjects served as controls. At baseline, all patients had high CRP levels, considerable reduction in several amino acids, and severely reduced hip function (HHS 40.78 ± 2.70 scores). After treatment, inflammation decreased both in the EAA group and in the placebo group. Only EAA patients significantly improved their levels of glycine, alanine, tyrosine, and total amino acids. In addition, they enhanced the rate of hip function recovery (HHS) (from baseline 41.8 ± 1.15 to 76.37 ± 6.6 versus baseline 39.78 ± 4.89 to 70.0 ± 7.1 in placebo one; p = 0.006). The study documents the persistence of inflammation and plasma amino acid abnormalities in post-EHA rehabilitation phase. EAAs enhance hip function retrieval and improve plasma amino acid abnormalities. PMID:27110573
NASA Astrophysics Data System (ADS)
Zhang, Hui; Wang, Deqing; Wu, Wenjun; Hu, Hongping
2012-11-01
In today's business environment, enterprises are increasingly under pressure to process the vast amount of data produced everyday within enterprises. One method is to focus on the business intelligence (BI) applications and increasing the commercial added-value through such business analytics activities. Term weighting scheme, which has been used to convert the documents as vectors in the term space, is a vital task in enterprise Information Retrieval (IR), text categorisation, text analytics, etc. When determining term weight in a document, the traditional TF-IDF scheme sets weight value for the term considering only its occurrence frequency within the document and in the entire set of documents, which leads to some meaningful terms that cannot get the appropriate weight. In this article, we propose a new term weighting scheme called Term Frequency - Function of Document Frequency (TF-FDF) to address this issue. Instead of using monotonically decreasing function such as Inverse Document Frequency, FDF presents a convex function that dynamically adjusts weights according to the significance of the words in a document set. This function can be manually tuned based on the distribution of the most meaningful words which semantically represent the document set. Our experiments show that the TF-FDF can achieve higher value of Normalised Discounted Cumulative Gain in IR than that of TF-IDF and its variants, and improving the accuracy of relevance ranking of the IR results.
Monje, Alberto; González-García, Raúl; Fernández-Calderón, María Coronada; Hierro-Oliva, Margarita; González-Martín, María Luisa; Del Amo, Fernando Suarez-Lopez; Galindo-Moreno, Pablo; Wang, Hom-Lay; Monje, Florencio
2016-02-01
The aim of the present study was to report the main topographical and chemical changes of a failing 18-year in function retrieved acid-etching implant in the micro- and nanoscales. A partially edentulous 45 year old rehabilitated with a dental implant at 18 years of age exhibited mobility. After careful examination, a 3.25 × 13-mm press-fit dental implant was retrieved. Scanning electron microscope (SEM) analysis was carried out to study topographical changes of the retrieved implant compared with an unused implant with similar topographical characteristics. Moreover, X-ray photoelectron spectroscopy (XPS) analysis was used to study the surface composition of the retrieved failing implant. Clear changes related to the dual dioxide layer are present as visible in ≥×500 magnification. In addition, it was found that, for the retrieved implant, the surface composition consisted mainly of Ti2p, O1s, C1s, and Al2p. Also, a meaningful decrease of N and C was noticed, whereas the peaks of Ti2p, Al2p, and O1s increased when analyzing deeper (up to ×2000s) in the sample. It was shown that the superficial surface of a retrieved press-fit dual acid-etched implant 18 years after placement is impaired. However, the causes and consequences for these changes cannot be determined. PMID:25642739
Receiver structure from teleseisms: Autocorrelation and cross correlation
NASA Astrophysics Data System (ADS)
Sun, Weijia; Kennett, B. L. N.
2016-06-01
We present a way of characterizing the structure beneath a seismic station, by exploiting stacked correlograms of three-component records from teleseismic events. This seismic daylight imaging approach exploits the extraction of reflection and conversion information from teleseismic coda via tensor autocorrelation. The approach is illustrated for a number of Australian stations in a variety of tectonic environments using hundreds of teleseismic events, to extract P and S reflectivity and converted Ps and Sp information. The results show a very good agreement with prior knowledge across Australia. Compared with the classical receiver function, the broader-frequency band of 0.5-4.0 Hz provides additional information on finer-scale structure.
Retrieval of Garstang's emission function from all-sky camera images
NASA Astrophysics Data System (ADS)
Kocifaj, Miroslav; Solano Lamphar, Héctor Antonio; Kundracik, František
2015-10-01
The emission function from ground-based light sources predetermines the skyglow features to a large extent, while most mathematical models that are used to predict the night sky brightness require the information on this function. The radiant intensity distribution on a clear sky is experimentally determined as a function of zenith angle using the theoretical approach published only recently in MNRAS, 439, 3405-3413. We have made the experiments in two localities in Slovakia and Mexico by means of two digital single lens reflex professional cameras operating with different lenses that limit the system's field-of-view to either 180º or 167º. The purpose of using two cameras was to identify variances between two different apertures. Images are taken at different distances from an artificial light source (a city) with intention to determine the ratio of zenith radiance relative to horizontal irradiance. Subsequently, the information on the fraction of the light radiated directly into the upward hemisphere (F) is extracted. The results show that inexpensive devices can properly identify the upward emissions with adequate reliability as long as the clear sky radiance distribution is dominated by a largest ground-based light source. Highly unstable turbidity conditions can also make the parameter F difficult to find or even impossible to retrieve. The measurements at low elevation angles should be avoided due to a potentially parasitic effect of direct light emissions from luminaires surrounding the measuring site.